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% | 5.95 CHF | 5.96 CHF | 110,000 | 110,000 | 49,754 | 49,754 | 291,223 CHF | 291,721 CHF | 99.98% | 99.98% |
12/07/2024 | 0.17% | 5.94 CHF | 5.95 CHF | 110,000 | 110,000 | 48,911 | 48,911 | 291,032 CHF | 291,522 CHF | 99.90% | 99.90% |
11/07/2024 | 0.16% | 6.23 CHF | 6.24 CHF | 105,000 | 105,000 | 47,438 | 47,438 | 304,340 CHF | 304,816 CHF | 100.00% | 100.00% |
10/07/2024 | 0.16% | 6.45 CHF | 6.46 CHF | 105,000 | 105,000 | 47,365 | 47,365 | 305,956 CHF | 306,430 CHF | 99.99% | 99.99% |
09/07/2024 | 0.16% | 6.45 CHF | 6.46 CHF | 105,000 | 105,000 | 47,371 | 47,371 | 306,643 CHF | 307,118 CHF | 100.00% | 100.00% |
08/07/2024 | 0.15% | 6.43 CHF | 6.44 CHF | 105,000 | 105,000 | 47,350 | 47,350 | 309,549 CHF | 310,024 CHF | 100.00% | 100.00% |
05/07/2024 | 0.17% | 6.47 CHF | 6.48 CHF | 105,000 | 105,000 | 48,477 | 48,477 | 300,750 CHF | 301,236 CHF | 100.00% | 100.00% |
04/07/2024 | 0.16% | 6.13 CHF | 6.14 CHF | 44,000 | 44,000 | 35,497 | 35,497 | 216,564 CHF | 216,919 CHF | 100.00% | 100.00% |
03/07/2024 | 0.19% | 6.07 CHF | 6.08 CHF | 110,000 | 110,000 | 49,274 | 49,274 | 300,351 CHF | 300,849 CHF | 96.93% | 96.93% |
02/07/2024 | 0.17% | 6.00 CHF | 6.01 CHF | 110,000 | 110,000 | 49,495 | 49,495 | 295,644 CHF | 296,140 CHF | 99.98% | 99.98% |