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 | 0.13% | 7.84 CHF | 7.85 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 78,130 CHF | 78,229 CHF | 99.98% | 99.98% |
12/07/2024 | 0.17% | 5.91 CHF | 5.92 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 59,873 CHF | 59,972 CHF | 99.97% | 99.97% |
11/07/2024 | 0.16% | 6.18 CHF | 6.19 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 61,447 CHF | 61,546 CHF | 99.85% | 99.85% |
10/07/2024 | 0.16% | 6.35 CHF | 6.36 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 63,878 CHF | 63,977 CHF | 100.00% | 100.00% |
09/07/2024 | 0.16% | 6.44 CHF | 6.45 CHF | 10,000 | 10,000 | 9,905 | 9,905 | 62,240 CHF | 62,339 CHF | 99.45% | 99.45% |
08/07/2024 | 0.16% | 6.24 CHF | 6.25 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 61,157 CHF | 61,256 CHF | 99.84% | 99.84% |
05/07/2024 | 0.17% | 6.22 CHF | 6.23 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 58,609 CHF | 58,708 CHF | 99.77% | 99.77% |
04/07/2024 | 0.17% | 6.05 CHF | 6.06 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 60,473 CHF | 60,573 CHF | 100.00% | 100.00% |
03/07/2024 | 0.16% | 6.18 CHF | 6.19 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 61,892 CHF | 61,991 CHF | 100.00% | 100.00% |
02/07/2024 | 0.16% | 6.34 CHF | 6.35 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 64,396 CHF | 64,495 CHF | 99.89% | 99.89% |