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 | 0.15% | 6.60 CHF | 6.61 CHF | 530,000 | 530,000 | 530,000 | 530,000 | 3,547,010 CHF | 3,552,310 CHF | 99.10% | 99.10% |
12/07/2024 | 0.15% | 6.91 CHF | 6.92 CHF | 540,000 | 540,000 | 540,000 | 540,000 | 3,556,320 CHF | 3,561,720 CHF | 95.39% | 95.39% |
11/07/2024 | 0.17% | 6.47 CHF | 6.48 CHF | 540,000 | 540,000 | 530,278 | 530,278 | 3,353,330 CHF | 3,358,690 CHF | 99.10% | 99.10% |
10/07/2024 | 0.16% | 6.22 CHF | 6.23 CHF | 550,000 | 550,000 | 550,000 | 550,000 | 3,348,680 CHF | 3,354,180 CHF | 100.00% | 100.00% |
09/07/2024 | 0.16% | 5.88 CHF | 5.89 CHF | 540,000 | 540,000 | 538,119 | 538,119 | 3,293,150 CHF | 3,298,550 CHF | 99.98% | 99.98% |
08/07/2024 | 0.16% | 6.33 CHF | 6.34 CHF | 540,000 | 540,000 | 539,072 | 539,072 | 3,469,570 CHF | 3,474,970 CHF | 99.99% | 99.99% |
05/07/2024 | 0.15% | 6.33 CHF | 6.34 CHF | 540,000 | 540,000 | 540,000 | 540,000 | 3,525,870 CHF | 3,531,270 CHF | 99.80% | 99.80% |
04/07/2024 | 0.16% | 6.32 CHF | 6.33 CHF | 550,000 | 550,000 | 550,000 | 550,000 | 3,454,040 CHF | 3,459,540 CHF | 99.94% | 99.94% |
03/07/2024 | 0.16% | 6.19 CHF | 6.20 CHF | 560,000 | 560,000 | 560,000 | 560,000 | 3,404,430 CHF | 3,410,030 CHF | 100.00% | 100.00% |
02/07/2024 | 0.17% | 5.79 CHF | 5.80 CHF | 550,000 | 550,000 | 550,000 | 550,000 | 3,153,110 CHF | 3,158,610 CHF | 98.88% | 98.88% |