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 | 0.32% | 6.21 CHF | 6.23 CHF | 41,200 | 41,200 | 41,030 | 41,030 | 254,910 CHF | 255,731 CHF | 100.00% | 100.00% |
12/07/2024 | 0.32% | 6.34 CHF | 6.36 CHF | 41,800 | 41,800 | 41,628 | 41,628 | 261,835 CHF | 262,667 CHF | 100.00% | 100.00% |
11/07/2024 | 0.32% | 6.10 CHF | 6.12 CHF | 41,400 | 41,400 | 41,229 | 41,229 | 254,943 CHF | 255,768 CHF | 99.96% | 99.96% |
10/07/2024 | 0.16% | 6.26 CHF | 6.27 CHF | 42,400 | 42,400 | 42,227 | 42,227 | 260,737 CHF | 261,159 CHF | 100.00% | 100.00% |
09/07/2024 | 0.33% | 6.00 CHF | 6.02 CHF | 42,000 | 42,000 | 41,214 | 41,214 | 249,838 CHF | 250,662 CHF | 99.99% | 99.99% |
08/07/2024 | 0.32% | 6.24 CHF | 6.26 CHF | 41,300 | 41,300 | 41,130 | 41,130 | 260,162 CHF | 260,985 CHF | 99.99% | 99.99% |
05/07/2024 | 0.32% | 6.23 CHF | 6.25 CHF | 41,700 | 41,700 | 41,528 | 41,528 | 259,897 CHF | 260,728 CHF | 100.00% | 100.00% |
04/07/2024 | 0.32% | 6.17 CHF | 6.19 CHF | 41,700 | 41,700 | 41,528 | 41,528 | 256,738 CHF | 257,568 CHF | 100.00% | 100.00% |
03/07/2024 | 0.17% | 6.16 CHF | 6.17 CHF | 43,000 | 43,000 | 43,392 | 43,392 | 262,076 CHF | 262,509 CHF | 100.00% | 100.00% |
02/07/2024 | 0.17% | 5.91 CHF | 5.92 CHF | 43,000 | 43,000 | 42,822 | 42,822 | 253,147 CHF | 253,575 CHF | 99.98% | 99.98% |