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% | 5.06 CHF | 5.07 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 328,256 CHF | 328,906 CHF | 100.00% | 100.00% |
12/07/2024 | 0.20% | 5.08 CHF | 5.09 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 328,956 CHF | 329,606 CHF | 99.93% | 99.93% |
11/07/2024 | 0.20% | 5.01 CHF | 5.02 CHF | 65,000 | 65,000 | 64,941 | 64,941 | 325,404 CHF | 326,054 CHF | 99.99% | 99.99% |
10/07/2024 | 0.20% | 5.00 CHF | 5.01 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 324,111 CHF | 324,761 CHF | 100.00% | 100.00% |
09/07/2024 | 0.20% | 4.91 CHF | 4.92 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 321,580 CHF | 322,230 CHF | 99.99% | 99.99% |
08/07/2024 | 0.20% | 5.00 CHF | 5.01 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 326,959 CHF | 327,609 CHF | 99.99% | 99.99% |
05/07/2024 | 0.20% | 4.98 CHF | 4.99 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 326,950 CHF | 327,600 CHF | 100.00% | 100.00% |
04/07/2024 | 0.20% | 5.04 CHF | 5.05 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 328,542 CHF | 329,192 CHF | 100.00% | 100.00% |
03/07/2024 | 0.20% | 4.96 CHF | 4.97 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 320,688 CHF | 321,338 CHF | 100.00% | 100.00% |
02/07/2024 | 0.21% | 4.83 CHF | 4.84 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 310,456 CHF | 311,106 CHF | 100.00% | 100.00% |