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% | 6.32 CHF | 6.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,892,040 CHF | 631,679 CHF | 98.28% | 98.28% |
12/07/2024 | 0.17% | 6.25 CHF | 6.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,803,830 CHF | 602,278 CHF | 97.91% | 97.91% |
11/07/2024 | 0.15% | 6.21 CHF | 6.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,946,740 CHF | 649,913 CHF | 98.00% | 98.00% |
10/07/2024 | 0.16% | 6.48 CHF | 6.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,926,530 CHF | 643,177 CHF | 99.07% | 99.07% |
09/07/2024 | 0.15% | 6.36 CHF | 6.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,957,350 CHF | 653,449 CHF | 99.22% | 99.22% |
08/07/2024 | 0.16% | 6.44 CHF | 6.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,899,730 CHF | 634,244 CHF | 99.23% | 99.23% |
05/07/2024 | 0.17% | 6.20 CHF | 6.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,754,270 CHF | 585,756 CHF | 99.22% | 99.22% |
04/07/2024 | 0.17% | 5.68 CHF | 5.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,714,720 CHF | 572,573 CHF | 99.23% | 99.23% |
03/07/2024 | 0.18% | 5.72 CHF | 5.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,655,680 CHF | 552,892 CHF | 99.24% | 99.24% |
02/07/2024 | 0.19% | 5.35 CHF | 5.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,581,130 CHF | 528,045 CHF | 99.21% | 99.21% |