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% | 6.56 CHF | 6.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,936,520 CHF | 980,339 CHF | 99.19% | 99.19% |
12/07/2024 | 0.15% | 6.53 CHF | 6.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,917,600 CHF | 974,033 CHF | 99.27% | 99.27% |
11/07/2024 | 0.15% | 6.41 CHF | 6.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,930,090 CHF | 978,198 CHF | 99.22% | 99.22% |
10/07/2024 | 0.15% | 6.51 CHF | 6.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,909,020 CHF | 971,172 CHF | 99.24% | 99.24% |
09/07/2024 | 0.15% | 6.40 CHF | 6.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,902,090 CHF | 968,863 CHF | 99.24% | 99.24% |
08/07/2024 | 0.15% | 6.53 CHF | 6.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,962,910 CHF | 989,137 CHF | 99.23% | 99.23% |
05/07/2024 | 0.15% | 6.49 CHF | 6.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,934,410 CHF | 979,638 CHF | 99.23% | 99.23% |
04/07/2024 | 0.15% | 6.51 CHF | 6.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,914,650 CHF | 973,052 CHF | 99.23% | 99.23% |
03/07/2024 | 0.16% | 6.35 CHF | 6.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,858,510 CHF | 954,336 CHF | 99.23% | 99.23% |
02/07/2024 | 0.16% | 6.18 CHF | 6.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,777,720 CHF | 927,406 CHF | 99.22% | 99.22% |