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% | 6.47 CHF | 6.48 CHF | 110,000 | 110,000 | 49,765 | 49,765 | 317,533 CHF | 318,032 CHF | 100.00% | 100.00% |
12/07/2024 | 0.16% | 6.46 CHF | 6.47 CHF | 110,000 | 110,000 | 49,148 | 49,148 | 318,328 CHF | 318,820 CHF | 99.87% | 99.87% |
11/07/2024 | 0.15% | 6.76 CHF | 6.77 CHF | 105,000 | 105,000 | 47,438 | 47,438 | 329,489 CHF | 329,964 CHF | 100.00% | 100.00% |
10/07/2024 | 0.15% | 6.98 CHF | 6.99 CHF | 105,000 | 105,000 | 47,366 | 47,366 | 331,139 CHF | 331,614 CHF | 99.99% | 99.99% |
09/07/2024 | 0.15% | 6.98 CHF | 6.99 CHF | 105,000 | 105,000 | 47,371 | 47,371 | 331,810 CHF | 332,285 CHF | 100.00% | 100.00% |
08/07/2024 | 0.14% | 6.96 CHF | 6.97 CHF | 105,000 | 105,000 | 47,347 | 47,347 | 334,642 CHF | 335,117 CHF | 99.99% | 99.99% |
05/07/2024 | 0.15% | 7.00 CHF | 7.01 CHF | 105,000 | 105,000 | 48,477 | 48,477 | 326,434 CHF | 326,920 CHF | 100.00% | 100.00% |
04/07/2024 | 0.15% | 6.66 CHF | 6.67 CHF | 44,000 | 44,000 | 35,497 | 35,497 | 235,397 CHF | 235,752 CHF | 100.00% | 100.00% |
03/07/2024 | 0.17% | 6.60 CHF | 6.61 CHF | 110,000 | 110,000 | 49,328 | 49,328 | 326,871 CHF | 327,369 CHF | 96.73% | 96.73% |
02/07/2024 | 0.16% | 6.54 CHF | 6.55 CHF | 110,000 | 110,000 | 49,501 | 49,501 | 321,990 CHF | 322,485 CHF | 99.99% | 99.99% |