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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | 0.46% | 6.15 CHF | 6.19 CHF | 50,000 | 50,000 | 126,558 | 126,558 | 786,939 CHF | 789,123 CHF | 98.47% | 98.47% |
24/07/2024 | 0.15% | 6.73 CHF | 6.74 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,667,050 CHF | 1,669,550 CHF | 99.98% | 99.98% |
23/07/2024 | 0.15% | 6.61 CHF | 6.62 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,647,690 CHF | 1,650,190 CHF | 99.99% | 99.99% |
22/07/2024 | 0.15% | 6.44 CHF | 6.45 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,632,810 CHF | 1,635,310 CHF | 99.88% | 99.88% |
19/07/2024 | 0.15% | 6.61 CHF | 6.62 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,661,730 CHF | 1,664,230 CHF | 99.82% | 99.82% |
18/07/2024 | 0.14% | 7.11 CHF | 7.12 CHF | 250,000 | 250,000 | 249,853 | 249,853 | 1,775,300 CHF | 1,777,800 CHF | 98.67% | 98.67% |
17/07/2024 | 0.14% | 7.07 CHF | 7.08 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,797,710 CHF | 1,800,210 CHF | 99.79% | 99.79% |
16/07/2024 | 0.19% | 7.12 CHF | 7.13 CHF | 250,000 | 250,000 | 226,045 | 226,045 | 1,577,810 CHF | 1,580,250 CHF | 99.96% | 99.96% |
15/07/2024 | 0.15% | 6.91 CHF | 6.92 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,685,050 CHF | 1,687,550 CHF | 99.60% | 99.60% |
12/07/2024 | 0.15% | 6.73 CHF | 6.74 CHF | 250,000 | 250,000 | 249,928 | 249,928 | 1,665,110 CHF | 1,667,610 CHF | 98.93% | 98.93% |