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 | 0.46% | 6.46 CHF | 6.49 CHF | 29,000 | 29,000 | 29,000 | 29,000 | 186,943 CHF | 187,813 CHF | 100.00% | 100.00% |
12/07/2024 | 0.47% | 6.39 CHF | 6.42 CHF | 29,000 | 29,000 | 29,872 | 29,872 | 188,454 CHF | 189,350 CHF | 100.00% | 100.00% |
11/07/2024 | 0.47% | 6.36 CHF | 6.39 CHF | 30,000 | 30,000 | 29,066 | 29,066 | 187,084 CHF | 187,956 CHF | 99.98% | 99.98% |
10/07/2024 | 0.47% | 6.43 CHF | 6.46 CHF | 29,000 | 29,000 | 29,703 | 29,703 | 188,169 CHF | 189,061 CHF | 100.00% | 100.00% |
09/07/2024 | 0.46% | 6.44 CHF | 6.47 CHF | 29,000 | 29,000 | 28,968 | 28,968 | 188,414 CHF | 189,284 CHF | 99.75% | 99.75% |
08/07/2024 | 0.47% | 6.50 CHF | 6.53 CHF | 29,000 | 29,000 | 29,200 | 29,200 | 187,472 CHF | 188,348 CHF | 99.27% | 99.27% |
05/07/2024 | 0.47% | 6.39 CHF | 6.42 CHF | 29,000 | 29,000 | 29,085 | 29,085 | 187,202 CHF | 188,075 CHF | 100.00% | 100.00% |
04/07/2024 | 0.47% | 6.30 CHF | 6.33 CHF | 30,000 | 30,000 | 29,266 | 29,266 | 186,197 CHF | 187,075 CHF | 99.61% | 99.61% |
03/07/2024 | 0.47% | 6.34 CHF | 6.37 CHF | 30,000 | 30,000 | 29,541 | 29,541 | 188,196 CHF | 189,082 CHF | 100.00% | 100.00% |
02/07/2024 | 0.48% | 6.33 CHF | 6.36 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 187,553 CHF | 188,453 CHF | 99.97% | 99.97% |