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% | 5.77 CHF | 5.78 CHF | 110,000 | 110,000 | 49,766 | 49,766 | 282,642 CHF | 283,140 CHF | 100.00% | 100.00% |
12/07/2024 | 0.18% | 5.76 CHF | 5.77 CHF | 110,000 | 110,000 | 49,150 | 49,150 | 283,871 CHF | 284,364 CHF | 99.87% | 99.87% |
11/07/2024 | 0.16% | 6.06 CHF | 6.07 CHF | 105,000 | 105,000 | 47,431 | 47,431 | 296,175 CHF | 296,651 CHF | 99.99% | 99.99% |
10/07/2024 | 0.16% | 6.28 CHF | 6.29 CHF | 105,000 | 105,000 | 47,365 | 47,365 | 297,819 CHF | 298,293 CHF | 99.99% | 99.99% |
09/07/2024 | 0.16% | 6.28 CHF | 6.29 CHF | 105,000 | 105,000 | 47,370 | 47,370 | 298,504 CHF | 298,978 CHF | 100.00% | 100.00% |
08/07/2024 | 0.16% | 6.26 CHF | 6.27 CHF | 105,000 | 105,000 | 47,347 | 47,347 | 301,434 CHF | 301,908 CHF | 99.99% | 99.99% |
05/07/2024 | 0.17% | 6.30 CHF | 6.31 CHF | 105,000 | 105,000 | 48,478 | 48,478 | 292,398 CHF | 292,883 CHF | 100.00% | 100.00% |
04/07/2024 | 0.17% | 5.96 CHF | 5.97 CHF | 44,000 | 44,000 | 35,497 | 35,497 | 210,357 CHF | 210,712 CHF | 100.00% | 100.00% |
03/07/2024 | 0.20% | 5.90 CHF | 5.91 CHF | 110,000 | 110,000 | 49,247 | 49,247 | 291,635 CHF | 292,132 CHF | 96.85% | 96.85% |
02/07/2024 | 0.18% | 5.83 CHF | 5.84 CHF | 110,000 | 110,000 | 49,501 | 49,501 | 287,014 CHF | 287,509 CHF | 99.99% | 99.99% |