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% | 7.01 CHF | 7.02 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 662,828 CHF | 663,828 CHF | 99.03% | 99.03% |
12/07/2024 | 0.16% | 6.14 CHF | 6.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 607,165 CHF | 608,165 CHF | 98.82% | 98.82% |
11/07/2024 | 0.16% | 6.34 CHF | 6.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 629,204 CHF | 630,204 CHF | 85.60% | 85.60% |
10/07/2024 | 0.16% | 6.14 CHF | 6.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 631,515 CHF | 632,515 CHF | 95.12% | 95.12% |
09/07/2024 | 0.16% | 6.28 CHF | 6.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 634,595 CHF | 635,595 CHF | 98.67% | 98.67% |
08/07/2024 | 0.16% | 6.26 CHF | 6.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 637,994 CHF | 638,994 CHF | 98.41% | 98.41% |
05/07/2024 | 0.17% | 6.18 CHF | 6.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 596,076 CHF | 597,076 CHF | 99.10% | 99.10% |
04/07/2024 | 0.16% | 6.16 CHF | 6.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 619,606 CHF | 620,606 CHF | 99.18% | 99.18% |
03/07/2024 | 0.16% | 6.40 CHF | 6.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 642,443 CHF | 643,443 CHF | 98.42% | 98.42% |
02/07/2024 | 0.15% | 6.65 CHF | 6.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 666,239 CHF | 667,239 CHF | 98.83% | 98.83% |