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% | 6.04 CHF | 6.05 CHF | 110,000 | 110,000 | 49,760 | 49,760 | 296,158 CHF | 296,657 CHF | 99.99% | 99.99% |
12/07/2024 | 0.17% | 6.04 CHF | 6.05 CHF | 110,000 | 110,000 | 48,905 | 48,905 | 295,804 CHF | 296,294 CHF | 99.90% | 99.90% |
11/07/2024 | 0.16% | 6.33 CHF | 6.34 CHF | 105,000 | 105,000 | 47,433 | 47,433 | 308,985 CHF | 309,460 CHF | 99.99% | 99.99% |
10/07/2024 | 0.16% | 6.55 CHF | 6.56 CHF | 105,000 | 105,000 | 47,364 | 47,364 | 310,632 CHF | 311,106 CHF | 99.99% | 99.99% |
09/07/2024 | 0.16% | 6.55 CHF | 6.56 CHF | 105,000 | 105,000 | 47,371 | 47,371 | 311,309 CHF | 311,783 CHF | 100.00% | 100.00% |
08/07/2024 | 0.15% | 6.53 CHF | 6.54 CHF | 105,000 | 105,000 | 47,351 | 47,351 | 314,223 CHF | 314,697 CHF | 100.00% | 100.00% |
05/07/2024 | 0.16% | 6.57 CHF | 6.58 CHF | 105,000 | 105,000 | 48,477 | 48,477 | 305,531 CHF | 306,016 CHF | 100.00% | 100.00% |
04/07/2024 | 0.16% | 6.23 CHF | 6.24 CHF | 44,000 | 44,000 | 35,497 | 35,497 | 220,057 CHF | 220,412 CHF | 100.00% | 100.00% |
03/07/2024 | 0.19% | 6.17 CHF | 6.18 CHF | 110,000 | 110,000 | 49,274 | 49,274 | 305,227 CHF | 305,725 CHF | 96.93% | 96.93% |
02/07/2024 | 0.17% | 6.10 CHF | 6.11 CHF | 110,000 | 110,000 | 49,493 | 49,493 | 300,538 CHF | 301,034 CHF | 99.98% | 99.98% |