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 | 0.55% | 6.81 CHF | 6.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 343,847 CHF | 345,747 CHF | 95.75% | 95.75% |
12/07/2024 | 0.56% | 6.83 CHF | 6.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 335,925 CHF | 337,825 CHF | 93.52% | 93.52% |
11/07/2024 | 0.57% | 6.65 CHF | 6.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 330,728 CHF | 332,628 CHF | 99.03% | 99.03% |
10/07/2024 | 0.59% | 6.55 CHF | 6.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 323,517 CHF | 325,417 CHF | 100.00% | 100.00% |
09/07/2024 | 0.58% | 6.46 CHF | 6.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 326,035 CHF | 327,935 CHF | 99.97% | 99.97% |
08/07/2024 | 0.58% | 6.52 CHF | 6.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 324,796 CHF | 326,696 CHF | 100.00% | 100.00% |
05/07/2024 | 0.58% | 6.45 CHF | 6.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 328,658 CHF | 330,558 CHF | 98.76% | 98.76% |
04/07/2024 | 0.58% | 6.59 CHF | 6.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 328,767 CHF | 330,667 CHF | 99.47% | 99.47% |
03/07/2024 | 0.58% | 6.55 CHF | 6.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 326,274 CHF | 328,174 CHF | 100.00% | 100.00% |
02/07/2024 | 0.59% | 6.43 CHF | 6.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 319,915 CHF | 321,815 CHF | 99.94% | 99.94% |