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 | 0.18% | 5.75 CHF | 5.76 CHF | 110,000 | 110,000 | 49,760 | 49,760 | 281,468 CHF | 281,966 CHF | 99.99% | 99.99% |
12/07/2024 | 0.18% | 5.74 CHF | 5.75 CHF | 110,000 | 110,000 | 48,908 | 48,908 | 281,375 CHF | 281,865 CHF | 99.90% | 99.90% |
11/07/2024 | 0.16% | 6.04 CHF | 6.05 CHF | 105,000 | 105,000 | 47,432 | 47,432 | 294,974 CHF | 295,450 CHF | 99.99% | 99.99% |
10/07/2024 | 0.16% | 6.25 CHF | 6.26 CHF | 105,000 | 105,000 | 47,366 | 47,366 | 296,601 CHF | 297,075 CHF | 99.99% | 99.99% |
09/07/2024 | 0.16% | 6.26 CHF | 6.27 CHF | 105,000 | 105,000 | 47,371 | 47,371 | 297,321 CHF | 297,795 CHF | 100.00% | 100.00% |
08/07/2024 | 0.16% | 6.23 CHF | 6.24 CHF | 105,000 | 105,000 | 47,350 | 47,350 | 300,224 CHF | 300,699 CHF | 100.00% | 100.00% |
05/07/2024 | 0.17% | 6.27 CHF | 6.28 CHF | 105,000 | 105,000 | 48,477 | 48,477 | 291,190 CHF | 291,676 CHF | 100.00% | 100.00% |
04/07/2024 | 0.17% | 5.93 CHF | 5.94 CHF | 44,000 | 44,000 | 35,497 | 35,497 | 209,552 CHF | 209,907 CHF | 100.00% | 100.00% |
03/07/2024 | 0.20% | 5.87 CHF | 5.88 CHF | 110,000 | 110,000 | 49,274 | 49,274 | 290,600 CHF | 291,097 CHF | 96.93% | 96.93% |
02/07/2024 | 0.18% | 5.81 CHF | 5.82 CHF | 110,000 | 110,000 | 49,500 | 49,500 | 285,844 CHF | 286,340 CHF | 99.99% | 99.99% |