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 | 0.20% | 5.04 CHF | 5.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 126,057 CHF | 126,307 CHF | 100.00% | 100.00% |
12/07/2024 | 0.20% | 5.04 CHF | 5.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 126,671 CHF | 126,921 CHF | 99.77% | 99.77% |
11/07/2024 | 0.20% | 5.05 CHF | 5.06 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 127,935 CHF | 128,185 CHF | 100.00% | 100.00% |
10/07/2024 | 0.19% | 5.16 CHF | 5.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 128,764 CHF | 129,014 CHF | 94.71% | 94.71% |
09/07/2024 | 0.19% | 5.15 CHF | 5.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 128,429 CHF | 128,679 CHF | 99.67% | 99.67% |
08/07/2024 | 0.20% | 5.12 CHF | 5.13 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 127,980 CHF | 128,230 CHF | 100.00% | 100.00% |
05/07/2024 | 0.19% | 5.13 CHF | 5.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 128,331 CHF | 128,581 CHF | 100.00% | 100.00% |
04/07/2024 | 0.19% | 5.15 CHF | 5.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 128,811 CHF | 129,061 CHF | 100.00% | 100.00% |
03/07/2024 | 0.19% | 5.16 CHF | 5.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 129,460 CHF | 129,710 CHF | 99.33% | 99.33% |
02/07/2024 | 0.19% | 5.18 CHF | 5.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 129,514 CHF | 129,764 CHF | 99.62% | 99.62% |