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 | 0.19% | 5.40 CHF | 5.41 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,308,690 CHF | 1,311,190 CHF | 99.77% | 99.77% |
12/07/2024 | 0.19% | 5.22 CHF | 5.23 CHF | 250,000 | 250,000 | 249,928 | 249,928 | 1,288,660 CHF | 1,291,160 CHF | 98.93% | 98.93% |
11/07/2024 | 0.23% | 5.28 CHF | 5.29 CHF | 250,000 | 250,000 | 238,114 | 238,114 | 1,201,100 CHF | 1,203,570 CHF | 97.64% | 97.64% |
10/07/2024 | 0.20% | 4.95 CHF | 4.96 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,232,440 CHF | 1,234,940 CHF | 99.61% | 99.61% |
09/07/2024 | 0.21% | 4.72 CHF | 4.73 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,200,690 CHF | 1,203,190 CHF | 99.88% | 99.88% |
08/07/2024 | 0.20% | 4.91 CHF | 4.92 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,228,650 CHF | 1,231,150 CHF | 100.00% | 100.00% |
05/07/2024 | 0.20% | 5.02 CHF | 5.03 CHF | 250,000 | 250,000 | 249,927 | 249,927 | 1,223,100 CHF | 1,225,600 CHF | 98.93% | 98.93% |
04/07/2024 | 0.21% | 4.81 CHF | 4.82 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,201,960 CHF | 1,204,460 CHF | 99.16% | 99.16% |
03/07/2024 | 0.21% | 4.86 CHF | 4.87 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,186,010 CHF | 1,188,510 CHF | 98.56% | 98.56% |
02/07/2024 | 0.22% | 4.58 CHF | 4.59 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,140,600 CHF | 1,143,100 CHF | 99.92% | 99.92% |