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 | 0.16% | 6.62 CHF | 6.63 CHF | 110,000 | 110,000 | 49,766 | 49,766 | 324,996 CHF | 325,495 CHF | 100.00% | 100.00% |
12/07/2024 | 0.15% | 6.61 CHF | 6.62 CHF | 110,000 | 110,000 | 48,911 | 48,911 | 324,146 CHF | 324,636 CHF | 99.91% | 99.91% |
11/07/2024 | 0.14% | 6.91 CHF | 6.92 CHF | 105,000 | 105,000 | 47,424 | 47,424 | 336,389 CHF | 336,864 CHF | 99.98% | 99.98% |
10/07/2024 | 0.14% | 7.13 CHF | 7.14 CHF | 105,000 | 105,000 | 47,365 | 47,365 | 338,148 CHF | 338,623 CHF | 99.99% | 99.99% |
09/07/2024 | 0.14% | 7.13 CHF | 7.14 CHF | 105,000 | 105,000 | 47,371 | 47,371 | 338,799 CHF | 339,274 CHF | 100.00% | 100.00% |
08/07/2024 | 0.14% | 7.11 CHF | 7.12 CHF | 105,000 | 105,000 | 47,352 | 47,352 | 341,650 CHF | 342,124 CHF | 100.00% | 100.00% |
05/07/2024 | 0.15% | 7.15 CHF | 7.16 CHF | 105,000 | 105,000 | 48,479 | 48,479 | 333,665 CHF | 334,150 CHF | 100.00% | 100.00% |
04/07/2024 | 0.15% | 6.81 CHF | 6.82 CHF | 44,000 | 44,000 | 35,497 | 35,497 | 240,705 CHF | 241,060 CHF | 100.00% | 100.00% |
03/07/2024 | 0.17% | 6.75 CHF | 6.76 CHF | 110,000 | 110,000 | 49,274 | 49,274 | 333,902 CHF | 334,400 CHF | 96.93% | 96.93% |
02/07/2024 | 0.15% | 6.69 CHF | 6.70 CHF | 110,000 | 110,000 | 49,505 | 49,505 | 329,469 CHF | 329,965 CHF | 100.00% | 100.00% |