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% | 6.40 CHF | 6.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,885,920 CHF | 629,640 CHF | 99.39% | 99.39% |
12/07/2024 | 0.16% | 6.39 CHF | 6.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,931,570 CHF | 644,858 CHF | 99.40% | 99.40% |
11/07/2024 | 0.14% | 6.68 CHF | 6.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,076,390 CHF | 693,131 CHF | 98.83% | 98.83% |
10/07/2024 | 0.14% | 6.90 CHF | 6.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,072,750 CHF | 691,916 CHF | 99.40% | 99.40% |
09/07/2024 | 0.14% | 6.91 CHF | 6.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,075,960 CHF | 692,985 CHF | 99.39% | 99.39% |
08/07/2024 | 0.14% | 6.88 CHF | 6.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,111,090 CHF | 704,698 CHF | 99.39% | 99.39% |
05/07/2024 | 0.15% | 6.92 CHF | 6.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,980,400 CHF | 661,133 CHF | 99.39% | 99.39% |
04/07/2024 | 0.15% | 6.59 CHF | 6.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,966,820 CHF | 656,606 CHF | 99.41% | 99.41% |
03/07/2024 | 0.15% | 6.52 CHF | 6.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,970,030 CHF | 657,676 CHF | 99.39% | 99.39% |
02/07/2024 | 0.16% | 6.46 CHF | 6.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,925,290 CHF | 642,765 CHF | 99.30% | 99.30% |