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 | 0.23% | 6.81 CHF | 6.82 CHF | 50,000 | 50,000 | 21,479 | 21,479 | 146,605 CHF | 146,889 CHF | 99.38% | 99.38% |
12/07/2024 | 0.24% | 6.79 CHF | 6.80 CHF | 50,000 | 50,000 | 21,779 | 21,779 | 143,838 CHF | 144,125 CHF | 100.00% | 100.00% |
11/07/2024 | 0.22% | 6.65 CHF | 6.66 CHF | 51,000 | 51,000 | 21,433 | 21,433 | 147,832 CHF | 148,117 CHF | 99.99% | 99.99% |
10/07/2024 | 0.23% | 6.92 CHF | 6.93 CHF | 50,000 | 50,000 | 21,367 | 21,367 | 145,163 CHF | 145,446 CHF | 100.00% | 100.00% |
09/07/2024 | 0.23% | 6.72 CHF | 6.73 CHF | 50,000 | 50,000 | 21,644 | 21,644 | 145,775 CHF | 146,061 CHF | 99.95% | 99.95% |
08/07/2024 | 0.23% | 6.68 CHF | 6.69 CHF | 51,000 | 51,000 | 21,857 | 21,857 | 145,295 CHF | 145,583 CHF | 99.86% | 99.86% |
05/07/2024 | 0.22% | 6.60 CHF | 6.61 CHF | 51,000 | 51,000 | 21,468 | 21,468 | 147,670 CHF | 147,954 CHF | 99.65% | 99.65% |
04/07/2024 | 0.22% | 7.15 CHF | 7.16 CHF | 15,000 | 15,000 | 13,927 | 13,927 | 99,098 CHF | 99,307 CHF | 99.00% | 99.00% |
03/07/2024 | 0.23% | 6.94 CHF | 6.95 CHF | 49,000 | 49,000 | 21,422 | 21,422 | 145,629 CHF | 145,913 CHF | 99.99% | 99.99% |
02/07/2024 | 0.24% | 6.64 CHF | 6.65 CHF | 51,000 | 51,000 | 21,773 | 21,773 | 143,176 CHF | 143,462 CHF | 98.81% | 98.81% |