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 | 0.18% | 5.59 CHF | 5.60 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 821,270 CHF | 822,770 CHF | 99.99% | 99.99% |
12/07/2024 | 0.18% | 5.56 CHF | 5.57 CHF | 150,000 | 150,000 | 149,992 | 150,000 | 824,294 CHF | 825,837 CHF | 100.00% | 100.00% |
11/07/2024 | 0.18% | 5.88 CHF | 5.89 CHF | 150,000 | 150,000 | 149,830 | 149,861 | 851,731 CHF | 853,407 CHF | 99.98% | 99.98% |
10/07/2024 | 0.18% | 5.58 CHF | 5.59 CHF | 150,000 | 150,000 | 149,972 | 149,986 | 841,518 CHF | 843,095 CHF | 100.00% | 100.00% |
09/07/2024 | 0.18% | 5.47 CHF | 5.48 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 843,229 CHF | 844,726 CHF | 100.00% | 100.00% |
08/07/2024 | 0.18% | 5.62 CHF | 5.63 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 843,416 CHF | 844,916 CHF | 100.00% | 100.00% |
05/07/2024 | 0.18% | 5.71 CHF | 5.72 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 824,132 CHF | 825,632 CHF | 100.00% | 100.00% |
04/07/2024 | 0.19% | 5.38 CHF | 5.39 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 805,029 CHF | 806,529 CHF | 100.00% | 100.00% |
03/07/2024 | 0.19% | 5.44 CHF | 5.45 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 798,348 CHF | 799,848 CHF | 99.99% | 99.99% |
02/07/2024 | 0.20% | 5.09 CHF | 5.10 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 743,115 CHF | 744,615 CHF | 99.99% | 99.99% |