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 | 0.53% | 6.34 CHF | 6.35 CHF | 10,000 | 10,000 | 10,000 | 5,913 | 62,805 CHF | 37,367 CHF | 88.07% | 88.07% |
12/07/2024 | 0.56% | 6.24 CHF | 6.25 CHF | 10,000 | 10,000 | 10,000 | 5,828 | 60,198 CHF | 35,399 CHF | 97.95% | 97.95% |
11/07/2024 | 0.56% | 6.16 CHF | 6.17 CHF | 10,000 | 10,000 | 10,000 | 5,812 | 60,982 CHF | 35,693 CHF | 99.06% | 99.06% |
10/07/2024 | 0.56% | 5.59 CHF | 5.60 CHF | 10,000 | 10,000 | 10,000 | 5,808 | 60,503 CHF | 34,898 CHF | 99.47% | 99.47% |
09/07/2024 | 0.52% | 6.11 CHF | 6.12 CHF | 10,000 | 10,000 | 10,000 | 5,809 | 65,266 CHF | 37,678 CHF | 99.43% | 99.43% |
08/07/2024 | 0.27% | 6.76 CHF | 6.77 CHF | 10,000 | 10,000 | 10,000 | 5,851 | 69,570 CHF | 40,647 CHF | 94.51% | 94.51% |
05/07/2024 | 0.27% | 7.27 CHF | 7.28 CHF | 10,000 | 10,000 | 10,000 | 5,827 | 69,865 CHF | 41,093 CHF | 98.11% | 98.11% |
04/07/2024 | 0.27% | 6.86 CHF | 6.87 CHF | 10,000 | 10,000 | 10,000 | 5,814 | 68,489 CHF | 39,906 CHF | 99.16% | 99.16% |
03/07/2024 | 0.29% | 6.89 CHF | 6.90 CHF | 10,000 | 10,000 | 10,000 | 5,816 | 65,829 CHF | 38,640 CHF | 99.41% | 99.41% |
02/07/2024 | 0.29% | 6.44 CHF | 6.45 CHF | 10,000 | 10,000 | 10,000 | 5,821 | 63,870 CHF | 37,308 CHF | 98.27% | 98.27% |