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% | 5.87 CHF | 5.88 CHF | 110,000 | 110,000 | 49,761 | 49,761 | 287,653 CHF | 288,151 CHF | 99.99% | 99.99% |
12/07/2024 | 0.17% | 5.87 CHF | 5.88 CHF | 110,000 | 110,000 | 49,143 | 49,143 | 288,818 CHF | 289,311 CHF | 99.86% | 99.86% |
11/07/2024 | 0.16% | 6.16 CHF | 6.17 CHF | 105,000 | 105,000 | 47,438 | 47,438 | 301,007 CHF | 301,482 CHF | 100.00% | 100.00% |
10/07/2024 | 0.16% | 6.38 CHF | 6.39 CHF | 105,000 | 105,000 | 47,365 | 47,365 | 302,622 CHF | 303,097 CHF | 99.99% | 99.99% |
09/07/2024 | 0.16% | 6.38 CHF | 6.39 CHF | 105,000 | 105,000 | 47,371 | 47,371 | 303,309 CHF | 303,783 CHF | 100.00% | 100.00% |
08/07/2024 | 0.16% | 6.36 CHF | 6.37 CHF | 105,000 | 105,000 | 47,348 | 47,348 | 306,232 CHF | 306,707 CHF | 99.99% | 99.99% |
05/07/2024 | 0.17% | 6.40 CHF | 6.41 CHF | 105,000 | 105,000 | 48,478 | 48,478 | 297,303 CHF | 297,789 CHF | 100.00% | 100.00% |
04/07/2024 | 0.17% | 6.06 CHF | 6.07 CHF | 44,000 | 44,000 | 35,497 | 35,497 | 213,990 CHF | 214,345 CHF | 100.00% | 100.00% |
03/07/2024 | 0.19% | 6.00 CHF | 6.01 CHF | 110,000 | 110,000 | 49,250 | 49,250 | 296,657 CHF | 297,155 CHF | 96.86% | 96.86% |
02/07/2024 | 0.17% | 5.93 CHF | 5.94 CHF | 110,000 | 110,000 | 49,499 | 49,499 | 292,061 CHF | 292,557 CHF | 99.99% | 99.99% |