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 | 0.16% | 6.12 CHF | 6.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,832,260 CHF | 611,754 CHF | 98.29% | 98.29% |
12/07/2024 | 0.17% | 6.05 CHF | 6.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,743,990 CHF | 582,331 CHF | 97.92% | 97.92% |
11/07/2024 | 0.16% | 6.01 CHF | 6.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,886,890 CHF | 629,963 CHF | 98.01% | 98.01% |
10/07/2024 | 0.16% | 6.28 CHF | 6.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,866,580 CHF | 623,195 CHF | 99.07% | 99.07% |
09/07/2024 | 0.16% | 6.16 CHF | 6.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,897,450 CHF | 633,482 CHF | 99.23% | 99.23% |
08/07/2024 | 0.16% | 6.24 CHF | 6.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,839,980 CHF | 614,325 CHF | 99.23% | 99.23% |
05/07/2024 | 0.18% | 6.00 CHF | 6.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,694,370 CHF | 565,788 CHF | 99.21% | 99.21% |
04/07/2024 | 0.18% | 5.48 CHF | 5.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,654,690 CHF | 552,563 CHF | 99.23% | 99.23% |
03/07/2024 | 0.19% | 5.52 CHF | 5.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,595,550 CHF | 532,851 CHF | 99.23% | 99.23% |
02/07/2024 | 0.20% | 5.15 CHF | 5.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,520,910 CHF | 507,970 CHF | 99.23% | 99.23% |