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 | 0.50% | 6.12 CHF | 6.14 CHF | 26,600 | 26,600 | 11,323 | 11,323 | 69,676 CHF | 69,973 CHF | 99.38% | 99.38% |
12/07/2024 | 0.56% | 6.09 CHF | 6.11 CHF | 28,600 | 28,600 | 12,345 | 12,345 | 70,737 CHF | 71,062 CHF | 100.00% | 100.00% |
11/07/2024 | 0.53% | 5.89 CHF | 5.91 CHF | 25,000 | 25,000 | 10,281 | 10,281 | 65,831 CHF | 66,124 CHF | 99.97% | 99.97% |
10/07/2024 | 0.51% | 6.46 CHF | 6.48 CHF | 27,300 | 27,300 | 11,617 | 11,617 | 72,147 CHF | 72,454 CHF | 100.00% | 100.00% |
09/07/2024 | 0.52% | 6.08 CHF | 6.10 CHF | 27,600 | 27,600 | 11,833 | 11,833 | 72,188 CHF | 72,501 CHF | 99.95% | 99.95% |
08/07/2024 | 0.52% | 6.00 CHF | 6.02 CHF | 27,600 | 27,600 | 11,671 | 11,671 | 69,389 CHF | 69,696 CHF | 99.86% | 99.86% |
05/07/2024 | 0.57% | 5.83 CHF | 5.85 CHF | 24,300 | 24,300 | 10,036 | 10,036 | 64,727 CHF | 65,039 CHF | 99.66% | 99.66% |
04/07/2024 | 0.58% | 7.06 CHF | 7.09 CHF | 7,000 | 7,000 | 6,408 | 6,408 | 44,670 CHF | 44,926 CHF | 99.00% | 99.00% |
03/07/2024 | 0.49% | 6.61 CHF | 6.63 CHF | 25,500 | 25,500 | 11,013 | 11,013 | 69,422 CHF | 69,712 CHF | 99.90% | 99.90% |
02/07/2024 | 0.53% | 5.98 CHF | 6.00 CHF | 27,100 | 27,100 | 11,449 | 11,449 | 66,819 CHF | 67,119 CHF | 98.81% | 98.81% |