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 | 0.32% | 6.53 CHF | 6.55 CHF | 44,000 | 44,000 | 43,519 | 43,519 | 279,766 CHF | 280,643 CHF | 100.00% | 100.00% |
12/07/2024 | 0.33% | 6.33 CHF | 6.35 CHF | 46,000 | 46,000 | 45,489 | 45,489 | 282,247 CHF | 283,163 CHF | 98.46% | 98.46% |
11/07/2024 | 0.33% | 6.20 CHF | 6.22 CHF | 46,000 | 46,000 | 45,491 | 45,491 | 279,249 CHF | 280,166 CHF | 98.73% | 98.73% |
10/07/2024 | 0.35% | 5.89 CHF | 5.91 CHF | 46,000 | 46,000 | 45,496 | 45,496 | 264,146 CHF | 265,062 CHF | 99.99% | 99.99% |
09/07/2024 | 0.35% | 5.78 CHF | 5.80 CHF | 46,000 | 46,000 | 45,393 | 45,393 | 266,017 CHF | 266,934 CHF | 100.00% | 100.00% |
08/07/2024 | 0.35% | 6.00 CHF | 6.02 CHF | 46,000 | 46,000 | 45,392 | 45,392 | 269,580 CHF | 270,496 CHF | 98.27% | 98.27% |
05/07/2024 | 0.35% | 5.88 CHF | 5.90 CHF | 46,000 | 46,000 | 45,496 | 45,496 | 267,020 CHF | 267,937 CHF | 100.00% | 100.00% |
04/07/2024 | 0.35% | 5.92 CHF | 5.94 CHF | 24,000 | 24,000 | 40,859 | 40,859 | 243,407 CHF | 244,229 CHF | 100.00% | 100.00% |
03/07/2024 | 0.34% | 5.87 CHF | 5.89 CHF | 46,000 | 46,000 | 45,497 | 45,497 | 271,427 CHF | 272,343 CHF | 100.00% | 100.00% |
02/07/2024 | 0.35% | 5.84 CHF | 5.86 CHF | 46,000 | 46,000 | 45,495 | 45,495 | 263,611 CHF | 264,528 CHF | 100.00% | 100.00% |