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% | 5.92 CHF | 5.93 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 179,350 CHF | 179,652 CHF | 100.00% | 100.00% |
12/07/2024 | 0.17% | 5.94 CHF | 5.95 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 178,471 CHF | 178,774 CHF | 98.97% | 98.97% |
11/07/2024 | 0.17% | 5.94 CHF | 5.95 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 179,489 CHF | 179,789 CHF | 99.40% | 99.40% |
10/07/2024 | 0.17% | 5.90 CHF | 5.91 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 176,182 CHF | 176,482 CHF | 99.85% | 99.85% |
09/07/2024 | 0.17% | 5.83 CHF | 5.84 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 175,546 CHF | 175,846 CHF | 100.00% | 100.00% |
08/07/2024 | 0.17% | 5.82 CHF | 5.83 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 174,130 CHF | 174,430 CHF | 100.00% | 100.00% |
05/07/2024 | 0.17% | 5.73 CHF | 5.74 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 172,737 CHF | 173,037 CHF | 100.00% | 100.00% |
04/07/2024 | 0.17% | 5.83 CHF | 5.84 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 174,826 CHF | 175,126 CHF | 100.00% | 100.00% |
03/07/2024 | 0.17% | 5.77 CHF | 5.78 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 172,981 CHF | 173,281 CHF | 99.51% | 99.51% |
02/07/2024 | 0.17% | 5.85 CHF | 5.86 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 175,353 CHF | 175,653 CHF | 100.00% | 100.00% |