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% | 6.18 CHF | 6.19 CHF | 110,000 | 110,000 | 49,766 | 49,766 | 303,025 CHF | 303,523 CHF | 100.00% | 100.00% |
12/07/2024 | 0.16% | 6.17 CHF | 6.18 CHF | 110,000 | 110,000 | 49,149 | 49,149 | 304,003 CHF | 304,496 CHF | 99.87% | 99.87% |
11/07/2024 | 0.15% | 6.47 CHF | 6.48 CHF | 105,000 | 105,000 | 47,417 | 47,417 | 315,511 CHF | 315,986 CHF | 99.96% | 99.96% |
10/07/2024 | 0.15% | 6.69 CHF | 6.70 CHF | 105,000 | 105,000 | 47,365 | 47,365 | 317,286 CHF | 317,761 CHF | 99.99% | 99.99% |
09/07/2024 | 0.15% | 6.69 CHF | 6.70 CHF | 105,000 | 105,000 | 47,371 | 47,371 | 317,960 CHF | 318,435 CHF | 100.00% | 100.00% |
08/07/2024 | 0.15% | 6.67 CHF | 6.68 CHF | 105,000 | 105,000 | 47,347 | 47,347 | 320,840 CHF | 321,315 CHF | 99.99% | 99.99% |
05/07/2024 | 0.16% | 6.71 CHF | 6.72 CHF | 105,000 | 105,000 | 48,478 | 48,478 | 312,296 CHF | 312,782 CHF | 100.00% | 100.00% |
04/07/2024 | 0.16% | 6.37 CHF | 6.38 CHF | 44,000 | 44,000 | 35,497 | 35,497 | 224,975 CHF | 225,330 CHF | 100.00% | 100.00% |
03/07/2024 | 0.18% | 6.31 CHF | 6.32 CHF | 110,000 | 110,000 | 49,250 | 49,250 | 311,939 CHF | 312,436 CHF | 96.86% | 96.86% |
02/07/2024 | 0.16% | 6.24 CHF | 6.25 CHF | 110,000 | 110,000 | 49,499 | 49,499 | 307,446 CHF | 307,942 CHF | 99.99% | 99.99% |