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% | 6.50 CHF | 6.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 639,337 CHF | 640,337 CHF | 98.99% | 98.99% |
12/07/2024 | 0.15% | 6.49 CHF | 6.50 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 654,177 CHF | 655,177 CHF | 98.87% | 98.87% |
11/07/2024 | 0.14% | 6.79 CHF | 6.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 702,767 CHF | 703,767 CHF | 98.33% | 98.33% |
10/07/2024 | 0.14% | 7.01 CHF | 7.02 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 701,806 CHF | 702,806 CHF | 95.14% | 95.14% |
09/07/2024 | 0.14% | 7.01 CHF | 7.02 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 702,603 CHF | 703,603 CHF | 98.66% | 98.66% |
08/07/2024 | 0.14% | 7.20 CHF | 7.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 718,637 CHF | 719,637 CHF | 76.82% | 76.82% |
05/07/2024 | 0.15% | 7.02 CHF | 7.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 670,654 CHF | 671,654 CHF | 99.18% | 99.18% |
04/07/2024 | 0.15% | 6.70 CHF | 6.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 666,358 CHF | 667,358 CHF | 99.18% | 99.18% |
03/07/2024 | 0.15% | 6.63 CHF | 6.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 667,478 CHF | 668,478 CHF | 98.43% | 98.43% |
02/07/2024 | 0.15% | 6.57 CHF | 6.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 652,768 CHF | 653,768 CHF | 98.84% | 98.84% |