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% | 6.32 CHF | 6.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,826,540 CHF | 943,680 CHF | 99.17% | 99.17% |
12/07/2024 | 0.16% | 6.28 CHF | 6.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,807,750 CHF | 937,415 CHF | 99.27% | 99.27% |
11/07/2024 | 0.16% | 6.16 CHF | 6.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,820,410 CHF | 941,637 CHF | 99.23% | 99.23% |
10/07/2024 | 0.16% | 6.26 CHF | 6.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,799,600 CHF | 934,700 CHF | 99.24% | 99.24% |
09/07/2024 | 0.16% | 6.15 CHF | 6.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,792,700 CHF | 932,399 CHF | 99.24% | 99.24% |
08/07/2024 | 0.16% | 6.28 CHF | 6.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,853,700 CHF | 952,734 CHF | 99.23% | 99.23% |
05/07/2024 | 0.16% | 6.24 CHF | 6.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,825,050 CHF | 943,185 CHF | 99.23% | 99.23% |
04/07/2024 | 0.16% | 6.26 CHF | 6.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,805,230 CHF | 936,577 CHF | 99.23% | 99.23% |
03/07/2024 | 0.16% | 6.11 CHF | 6.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,749,130 CHF | 917,877 CHF | 99.23% | 99.23% |
02/07/2024 | 0.17% | 5.94 CHF | 5.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,668,700 CHF | 891,068 CHF | 99.23% | 99.23% |