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% | 6.53 CHF | 6.54 CHF | 110,000 | 110,000 | 49,761 | 49,761 | 320,256 CHF | 320,754 CHF | 99.99% | 99.99% |
12/07/2024 | 0.16% | 6.52 CHF | 6.53 CHF | 110,000 | 110,000 | 48,907 | 48,907 | 319,482 CHF | 319,972 CHF | 99.90% | 99.90% |
11/07/2024 | 0.14% | 6.81 CHF | 6.82 CHF | 105,000 | 105,000 | 47,437 | 47,437 | 331,984 CHF | 332,459 CHF | 100.00% | 100.00% |
10/07/2024 | 0.14% | 7.03 CHF | 7.04 CHF | 105,000 | 105,000 | 47,371 | 47,371 | 333,682 CHF | 334,156 CHF | 100.00% | 100.00% |
09/07/2024 | 0.14% | 7.04 CHF | 7.05 CHF | 105,000 | 105,000 | 47,371 | 47,371 | 334,350 CHF | 334,825 CHF | 100.00% | 100.00% |
08/07/2024 | 0.14% | 7.01 CHF | 7.02 CHF | 105,000 | 105,000 | 47,351 | 47,351 | 337,140 CHF | 337,614 CHF | 100.00% | 100.00% |
05/07/2024 | 0.15% | 7.05 CHF | 7.06 CHF | 105,000 | 105,000 | 48,472 | 48,472 | 329,019 CHF | 329,505 CHF | 99.99% | 99.99% |
04/07/2024 | 0.15% | 6.71 CHF | 6.72 CHF | 44,000 | 44,000 | 35,497 | 35,497 | 237,295 CHF | 237,650 CHF | 100.00% | 100.00% |
03/07/2024 | 0.17% | 6.66 CHF | 6.67 CHF | 110,000 | 110,000 | 49,269 | 49,269 | 329,184 CHF | 329,681 CHF | 96.93% | 96.93% |
02/07/2024 | 0.16% | 6.59 CHF | 6.60 CHF | 110,000 | 110,000 | 49,499 | 49,499 | 324,707 CHF | 325,203 CHF | 99.99% | 99.99% |