Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 1.63% | 6.14 CHF | 6.24 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 182,107 CHF | 185,107 CHF | 99.52% | 99.52% |
12/07/2024 | 0.81% | 6.23 CHF | 6.28 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 184,069 CHF | 185,569 CHF | 90.64% | 90.64% |
11/07/2024 | 0.85% | 6.05 CHF | 6.10 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 175,636 CHF | 177,136 CHF | 99.30% | 99.30% |
10/07/2024 | 0.87% | 5.99 CHF | 6.04 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 172,511 CHF | 174,011 CHF | 99.52% | 99.52% |
09/07/2024 | 1.76% | 5.55 CHF | 5.65 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 112,527 CHF | 114,527 CHF | 92.48% | 92.48% |
08/07/2024 | 1.51% | 6.56 CHF | 6.66 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 131,815 CHF | 133,815 CHF | 99.45% | 99.45% |
05/07/2024 | 1.47% | 6.55 CHF | 6.65 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 135,007 CHF | 137,007 CHF | 98.50% | 98.50% |
04/07/2024 | 1.48% | 6.73 CHF | 6.83 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 134,195 CHF | 136,195 CHF | 98.67% | 98.67% |
03/07/2024 | 1.52% | 6.57 CHF | 6.67 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 130,322 CHF | 132,322 CHF | 99.47% | 99.47% |
02/07/2024 | 1.62% | 6.21 CHF | 6.31 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 122,849 CHF | 124,849 CHF | 99.42% | 99.42% |