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 | 0.48% | 6.25 CHF | 6.28 CHF | 29,000 | 29,000 | 29,000 | 29,000 | 180,916 CHF | 181,786 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 6.18 CHF | 6.21 CHF | 29,000 | 29,000 | 29,872 | 29,872 | 182,240 CHF | 183,137 CHF | 100.00% | 100.00% |
11/07/2024 | 0.48% | 6.15 CHF | 6.18 CHF | 30,000 | 30,000 | 29,066 | 29,066 | 181,030 CHF | 181,902 CHF | 99.98% | 99.98% |
10/07/2024 | 0.49% | 6.22 CHF | 6.25 CHF | 29,000 | 29,000 | 29,703 | 29,703 | 181,990 CHF | 182,881 CHF | 100.00% | 100.00% |
09/07/2024 | 0.48% | 6.23 CHF | 6.26 CHF | 29,000 | 29,000 | 28,967 | 28,967 | 182,381 CHF | 183,251 CHF | 99.76% | 99.76% |
08/07/2024 | 0.48% | 6.29 CHF | 6.32 CHF | 29,000 | 29,000 | 29,200 | 29,200 | 181,393 CHF | 182,269 CHF | 99.30% | 99.30% |
05/07/2024 | 0.48% | 6.18 CHF | 6.21 CHF | 29,000 | 29,000 | 29,085 | 29,085 | 181,159 CHF | 182,031 CHF | 100.00% | 100.00% |
04/07/2024 | 0.49% | 6.09 CHF | 6.12 CHF | 30,000 | 30,000 | 29,266 | 29,266 | 180,124 CHF | 181,002 CHF | 99.59% | 99.59% |
03/07/2024 | 0.49% | 6.14 CHF | 6.17 CHF | 30,000 | 30,000 | 29,541 | 29,541 | 182,051 CHF | 182,937 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 6.13 CHF | 6.16 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 181,312 CHF | 182,212 CHF | 99.98% | 99.98% |