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 | 0.15% | 6.42 CHF | 6.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 324,568 CHF | 325,068 CHF | 100.00% | 100.00% |
12/07/2024 | 0.16% | 6.47 CHF | 6.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 316,879 CHF | 317,379 CHF | 99.01% | 99.01% |
11/07/2024 | 0.16% | 6.26 CHF | 6.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 311,340 CHF | 311,840 CHF | 99.77% | 99.77% |
10/07/2024 | 0.16% | 6.16 CHF | 6.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 304,071 CHF | 304,571 CHF | 99.85% | 99.85% |
09/07/2024 | 0.16% | 6.07 CHF | 6.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 306,596 CHF | 307,096 CHF | 100.00% | 100.00% |
08/07/2024 | 0.16% | 6.13 CHF | 6.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 305,359 CHF | 305,859 CHF | 100.00% | 100.00% |
05/07/2024 | 0.16% | 6.06 CHF | 6.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 309,308 CHF | 309,808 CHF | 100.00% | 100.00% |
04/07/2024 | 0.16% | 6.20 CHF | 6.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 309,477 CHF | 309,977 CHF | 100.00% | 100.00% |
03/07/2024 | 0.16% | 6.16 CHF | 6.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 306,982 CHF | 307,482 CHF | 99.48% | 99.48% |
02/07/2024 | 0.17% | 6.04 CHF | 6.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 300,553 CHF | 301,053 CHF | 99.89% | 99.89% |