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% | 6.18 CHF | 6.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,765,640 CHF | 923,380 CHF | 99.19% | 99.19% |
12/07/2024 | 0.16% | 6.15 CHF | 6.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,746,950 CHF | 917,149 CHF | 99.27% | 99.27% |
11/07/2024 | 0.16% | 6.03 CHF | 6.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,759,630 CHF | 921,376 CHF | 99.23% | 99.23% |
10/07/2024 | 0.16% | 6.13 CHF | 6.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,738,950 CHF | 914,484 CHF | 99.24% | 99.24% |
09/07/2024 | 0.16% | 6.02 CHF | 6.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,732,150 CHF | 912,216 CHF | 99.24% | 99.24% |
08/07/2024 | 0.16% | 6.15 CHF | 6.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,793,140 CHF | 932,548 CHF | 99.23% | 99.23% |
05/07/2024 | 0.16% | 6.11 CHF | 6.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,764,450 CHF | 922,985 CHF | 99.23% | 99.23% |
04/07/2024 | 0.16% | 6.13 CHF | 6.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,744,720 CHF | 916,408 CHF | 99.23% | 99.23% |
03/07/2024 | 0.17% | 5.98 CHF | 5.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,688,680 CHF | 897,728 CHF | 99.23% | 99.23% |
02/07/2024 | 0.17% | 5.80 CHF | 5.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,608,400 CHF | 870,968 CHF | 99.23% | 99.23% |