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 | 0.17% | 6.09 CHF | 6.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,794,880 CHF | 599,295 CHF | 99.39% | 99.39% |
12/07/2024 | 0.16% | 6.09 CHF | 6.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,840,540 CHF | 614,513 CHF | 99.40% | 99.40% |
11/07/2024 | 0.15% | 6.38 CHF | 6.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,985,150 CHF | 662,717 CHF | 98.83% | 98.83% |
10/07/2024 | 0.15% | 6.60 CHF | 6.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,981,700 CHF | 661,566 CHF | 99.41% | 99.41% |
09/07/2024 | 0.15% | 6.60 CHF | 6.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,984,560 CHF | 662,520 CHF | 99.39% | 99.39% |
08/07/2024 | 0.15% | 6.58 CHF | 6.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,020,000 CHF | 674,334 CHF | 99.40% | 99.40% |
05/07/2024 | 0.16% | 6.62 CHF | 6.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,889,070 CHF | 630,692 CHF | 99.39% | 99.39% |
04/07/2024 | 0.16% | 6.28 CHF | 6.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,875,340 CHF | 626,112 CHF | 99.41% | 99.41% |
03/07/2024 | 0.16% | 6.22 CHF | 6.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,878,230 CHF | 627,076 CHF | 99.39% | 99.39% |
02/07/2024 | 0.16% | 6.15 CHF | 6.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,833,620 CHF | 612,206 CHF | 99.30% | 99.30% |