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% | 5.97 CHF | 5.98 CHF | 110,000 | 110,000 | 49,765 | 49,765 | 292,716 CHF | 293,214 CHF | 100.00% | 100.00% |
12/07/2024 | 0.17% | 5.97 CHF | 5.98 CHF | 110,000 | 110,000 | 49,144 | 49,144 | 293,814 CHF | 294,306 CHF | 99.86% | 99.86% |
11/07/2024 | 0.16% | 6.26 CHF | 6.27 CHF | 105,000 | 105,000 | 47,436 | 47,436 | 305,808 CHF | 306,283 CHF | 100.00% | 100.00% |
10/07/2024 | 0.16% | 6.48 CHF | 6.49 CHF | 105,000 | 105,000 | 47,365 | 47,365 | 307,428 CHF | 307,902 CHF | 99.99% | 99.99% |
09/07/2024 | 0.16% | 6.48 CHF | 6.49 CHF | 105,000 | 105,000 | 47,371 | 47,371 | 308,137 CHF | 308,611 CHF | 100.00% | 100.00% |
08/07/2024 | 0.15% | 6.46 CHF | 6.47 CHF | 105,000 | 105,000 | 47,347 | 47,347 | 311,025 CHF | 311,499 CHF | 99.99% | 99.99% |
05/07/2024 | 0.17% | 6.50 CHF | 6.51 CHF | 105,000 | 105,000 | 48,478 | 48,478 | 302,225 CHF | 302,711 CHF | 100.00% | 100.00% |
04/07/2024 | 0.16% | 6.16 CHF | 6.17 CHF | 44,000 | 44,000 | 35,497 | 35,497 | 217,626 CHF | 217,981 CHF | 100.00% | 100.00% |
03/07/2024 | 0.19% | 6.10 CHF | 6.11 CHF | 110,000 | 110,000 | 49,250 | 49,250 | 301,678 CHF | 302,175 CHF | 96.90% | 96.90% |
02/07/2024 | 0.17% | 6.03 CHF | 6.04 CHF | 110,000 | 110,000 | 49,494 | 49,494 | 297,087 CHF | 297,583 CHF | 99.98% | 99.98% |