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% | 6.08 CHF | 6.09 CHF | 110,000 | 110,000 | 49,759 | 49,759 | 297,736 CHF | 298,235 CHF | 99.99% | 99.99% |
12/07/2024 | 0.17% | 6.07 CHF | 6.08 CHF | 110,000 | 110,000 | 49,149 | 49,149 | 298,823 CHF | 299,315 CHF | 99.87% | 99.87% |
11/07/2024 | 0.15% | 6.36 CHF | 6.37 CHF | 105,000 | 105,000 | 47,431 | 47,431 | 310,588 CHF | 311,064 CHF | 99.99% | 99.99% |
10/07/2024 | 0.15% | 6.58 CHF | 6.59 CHF | 105,000 | 105,000 | 47,371 | 47,371 | 312,288 CHF | 312,762 CHF | 100.00% | 100.00% |
09/07/2024 | 0.15% | 6.59 CHF | 6.60 CHF | 105,000 | 105,000 | 47,371 | 47,371 | 312,963 CHF | 313,437 CHF | 100.00% | 100.00% |
08/07/2024 | 0.15% | 6.56 CHF | 6.57 CHF | 105,000 | 105,000 | 47,342 | 47,342 | 315,779 CHF | 316,253 CHF | 99.98% | 99.98% |
05/07/2024 | 0.16% | 6.60 CHF | 6.61 CHF | 105,000 | 105,000 | 48,479 | 48,479 | 307,157 CHF | 307,643 CHF | 100.00% | 100.00% |
04/07/2024 | 0.16% | 6.26 CHF | 6.27 CHF | 44,000 | 44,000 | 35,497 | 35,497 | 221,251 CHF | 221,606 CHF | 100.00% | 100.00% |
03/07/2024 | 0.19% | 6.20 CHF | 6.21 CHF | 110,000 | 110,000 | 49,296 | 49,296 | 306,981 CHF | 307,479 CHF | 96.80% | 96.80% |
02/07/2024 | 0.17% | 6.14 CHF | 6.15 CHF | 110,000 | 110,000 | 49,500 | 49,500 | 302,169 CHF | 302,665 CHF | 99.99% | 99.99% |