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 | 0.50% | 6.04 CHF | 6.07 CHF | 29,000 | 29,000 | 29,000 | 29,000 | 174,791 CHF | 175,661 CHF | 100.00% | 100.00% |
12/07/2024 | 0.51% | 5.97 CHF | 6.00 CHF | 29,000 | 29,000 | 29,872 | 29,872 | 175,930 CHF | 176,826 CHF | 100.00% | 100.00% |
11/07/2024 | 0.50% | 5.94 CHF | 5.97 CHF | 30,000 | 30,000 | 29,065 | 29,065 | 174,897 CHF | 175,769 CHF | 99.98% | 99.98% |
10/07/2024 | 0.51% | 6.01 CHF | 6.04 CHF | 29,000 | 29,000 | 29,703 | 29,703 | 175,722 CHF | 176,613 CHF | 100.00% | 100.00% |
09/07/2024 | 0.49% | 6.02 CHF | 6.05 CHF | 29,000 | 29,000 | 28,968 | 28,968 | 176,275 CHF | 177,145 CHF | 99.77% | 99.77% |
08/07/2024 | 0.50% | 6.08 CHF | 6.11 CHF | 29,000 | 29,000 | 29,200 | 29,200 | 175,236 CHF | 176,112 CHF | 99.28% | 99.28% |
05/07/2024 | 0.50% | 5.97 CHF | 6.00 CHF | 29,000 | 29,000 | 29,085 | 29,085 | 175,019 CHF | 175,892 CHF | 100.00% | 100.00% |
04/07/2024 | 0.50% | 5.88 CHF | 5.91 CHF | 30,000 | 30,000 | 29,266 | 29,266 | 173,953 CHF | 174,831 CHF | 99.57% | 99.57% |
03/07/2024 | 0.50% | 5.93 CHF | 5.96 CHF | 30,000 | 30,000 | 29,541 | 29,541 | 175,828 CHF | 176,715 CHF | 100.00% | 100.00% |
02/07/2024 | 0.51% | 5.92 CHF | 5.95 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 174,994 CHF | 175,894 CHF | 99.98% | 99.98% |