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 | 0.17% | 5.96 CHF | 5.97 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,447,990 CHF | 1,450,490 CHF | 99.99% | 99.99% |
12/07/2024 | 0.17% | 5.78 CHF | 5.79 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,428,200 CHF | 1,430,700 CHF | 100.00% | 100.00% |
11/07/2024 | 0.18% | 5.84 CHF | 5.85 CHF | 250,000 | 250,000 | 249,774 | 249,774 | 1,401,150 CHF | 1,403,650 CHF | 99.99% | 99.99% |
10/07/2024 | 0.18% | 5.51 CHF | 5.52 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,372,480 CHF | 1,374,980 CHF | 99.99% | 99.99% |
09/07/2024 | 0.19% | 5.28 CHF | 5.29 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,340,550 CHF | 1,343,050 CHF | 100.00% | 100.00% |
08/07/2024 | 0.18% | 5.46 CHF | 5.47 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,368,030 CHF | 1,370,530 CHF | 100.00% | 100.00% |
05/07/2024 | 0.18% | 5.58 CHF | 5.59 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,363,200 CHF | 1,365,700 CHF | 99.79% | 99.79% |
04/07/2024 | 0.19% | 5.38 CHF | 5.39 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,341,960 CHF | 1,344,460 CHF | 100.00% | 100.00% |
03/07/2024 | 0.19% | 5.42 CHF | 5.43 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,326,050 CHF | 1,328,550 CHF | 100.00% | 100.00% |
02/07/2024 | 0.20% | 5.14 CHF | 5.15 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,278,580 CHF | 1,281,080 CHF | 100.00% | 100.00% |