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 | 0.23% | 6.62 CHF | 6.63 CHF | 50,000 | 50,000 | 21,479 | 21,479 | 142,637 CHF | 142,921 CHF | 99.38% | 99.38% |
12/07/2024 | 0.24% | 6.61 CHF | 6.62 CHF | 50,000 | 50,000 | 21,780 | 21,780 | 139,831 CHF | 140,118 CHF | 100.00% | 100.00% |
11/07/2024 | 0.23% | 6.47 CHF | 6.48 CHF | 51,000 | 51,000 | 21,437 | 21,437 | 143,915 CHF | 144,199 CHF | 100.00% | 100.00% |
10/07/2024 | 0.24% | 6.74 CHF | 6.75 CHF | 50,000 | 50,000 | 21,367 | 21,367 | 141,208 CHF | 141,492 CHF | 100.00% | 100.00% |
09/07/2024 | 0.24% | 6.54 CHF | 6.55 CHF | 50,000 | 50,000 | 21,643 | 21,643 | 141,775 CHF | 142,061 CHF | 99.95% | 99.95% |
08/07/2024 | 0.24% | 6.49 CHF | 6.50 CHF | 51,000 | 51,000 | 21,857 | 21,857 | 141,263 CHF | 141,551 CHF | 99.86% | 99.86% |
05/07/2024 | 0.23% | 6.41 CHF | 6.42 CHF | 51,000 | 51,000 | 21,469 | 21,469 | 143,699 CHF | 143,983 CHF | 99.65% | 99.65% |
04/07/2024 | 0.22% | 6.96 CHF | 6.97 CHF | 15,000 | 15,000 | 13,924 | 13,924 | 96,480 CHF | 96,689 CHF | 98.99% | 98.99% |
03/07/2024 | 0.23% | 6.75 CHF | 6.76 CHF | 49,000 | 49,000 | 21,424 | 21,424 | 141,661 CHF | 141,945 CHF | 100.00% | 100.00% |
02/07/2024 | 0.24% | 6.46 CHF | 6.47 CHF | 51,000 | 51,000 | 21,779 | 21,779 | 139,207 CHF | 139,493 CHF | 98.78% | 98.78% |