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 | 0.30% | 5.76 CHF | 5.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 590,673 CHF | 592,464 CHF | 95.46% | 95.46% |
12/07/2024 | 0.27% | 5.93 CHF | 5.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 583,514 CHF | 585,103 CHF | 98.29% | 98.29% |
11/07/2024 | 0.32% | 5.71 CHF | 5.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 568,717 CHF | 570,511 CHF | 97.59% | 97.59% |
10/07/2024 | 0.30% | 5.49 CHF | 5.50 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 534,083 CHF | 535,690 CHF | 99.88% | 99.88% |
09/07/2024 | 0.29% | 5.28 CHF | 5.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 538,701 CHF | 540,292 CHF | 99.55% | 99.55% |
08/07/2024 | 0.30% | 5.30 CHF | 5.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 531,021 CHF | 532,641 CHF | 99.24% | 99.24% |
05/07/2024 | 0.29% | 5.22 CHF | 5.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 534,989 CHF | 536,568 CHF | 99.44% | 99.44% |
04/07/2024 | 0.30% | 5.37 CHF | 5.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 531,655 CHF | 533,252 CHF | 99.66% | 99.66% |
03/07/2024 | 0.31% | 5.27 CHF | 5.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 526,199 CHF | 527,808 CHF | 99.21% | 99.21% |
02/07/2024 | 0.31% | 5.22 CHF | 5.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 510,600 CHF | 512,175 CHF | 99.80% | 99.80% |