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 | 0.24% | 6.50 CHF | 6.51 CHF | 50,000 | 50,000 | 21,477 | 21,477 | 139,886 CHF | 140,170 CHF | 99.37% | 99.37% |
12/07/2024 | 0.25% | 6.48 CHF | 6.49 CHF | 50,000 | 50,000 | 21,779 | 21,779 | 137,029 CHF | 137,317 CHF | 100.00% | 100.00% |
11/07/2024 | 0.23% | 6.34 CHF | 6.35 CHF | 51,000 | 51,000 | 21,430 | 21,430 | 141,141 CHF | 141,425 CHF | 99.98% | 99.98% |
10/07/2024 | 0.24% | 6.61 CHF | 6.62 CHF | 50,000 | 50,000 | 21,367 | 21,367 | 138,461 CHF | 138,744 CHF | 100.00% | 100.00% |
09/07/2024 | 0.24% | 6.41 CHF | 6.42 CHF | 50,000 | 50,000 | 21,642 | 21,642 | 139,001 CHF | 139,287 CHF | 99.95% | 99.95% |
08/07/2024 | 0.25% | 6.37 CHF | 6.38 CHF | 51,000 | 51,000 | 21,858 | 21,858 | 138,456 CHF | 138,743 CHF | 99.86% | 99.86% |
05/07/2024 | 0.23% | 6.29 CHF | 6.30 CHF | 51,000 | 51,000 | 21,469 | 21,469 | 140,964 CHF | 141,248 CHF | 99.65% | 99.65% |
04/07/2024 | 0.23% | 6.84 CHF | 6.85 CHF | 15,000 | 15,000 | 13,927 | 13,927 | 94,725 CHF | 94,934 CHF | 99.00% | 99.00% |
03/07/2024 | 0.24% | 6.63 CHF | 6.64 CHF | 49,000 | 49,000 | 21,597 | 21,597 | 140,042 CHF | 140,328 CHF | 99.12% | 99.12% |
02/07/2024 | 0.25% | 6.33 CHF | 6.34 CHF | 51,000 | 51,000 | 21,772 | 21,772 | 136,348 CHF | 136,634 CHF | 98.81% | 98.81% |