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 | 0.20% | 5.00 CHF | 5.01 CHF | 50,000 | 50,000 | 48,879 | 48,879 | 247,455 CHF | 247,945 CHF | 100.00% | 100.00% |
12/07/2024 | 0.20% | 5.02 CHF | 5.03 CHF | 49,500 | 49,500 | 49,097 | 49,097 | 247,121 CHF | 247,612 CHF | 100.00% | 100.00% |
11/07/2024 | 0.20% | 5.02 CHF | 5.03 CHF | 49,500 | 49,500 | 48,778 | 48,778 | 247,128 CHF | 247,616 CHF | 99.66% | 99.66% |
10/07/2024 | 0.20% | 4.99 CHF | 5.00 CHF | 50,000 | 50,000 | 49,858 | 49,858 | 247,202 CHF | 247,701 CHF | 100.00% | 100.00% |
09/07/2024 | 0.20% | 4.92 CHF | 4.93 CHF | 50,500 | 50,500 | 50,075 | 50,075 | 247,192 CHF | 247,693 CHF | 99.52% | 99.52% |
08/07/2024 | 0.21% | 4.90 CHF | 4.91 CHF | 51,000 | 51,000 | 50,487 | 50,487 | 246,900 CHF | 247,405 CHF | 100.00% | 100.00% |
05/07/2024 | 0.21% | 4.82 CHF | 4.83 CHF | 51,500 | 51,500 | 50,725 | 50,725 | 245,743 CHF | 246,251 CHF | 100.00% | 100.00% |
04/07/2024 | 0.21% | 4.92 CHF | 4.93 CHF | 50,500 | 50,500 | 50,298 | 50,298 | 247,153 CHF | 247,657 CHF | 100.00% | 100.00% |
03/07/2024 | 0.21% | 4.86 CHF | 4.87 CHF | 51,000 | 51,000 | 50,655 | 50,655 | 245,793 CHF | 246,300 CHF | 100.00% | 100.00% |
02/07/2024 | 0.20% | 4.93 CHF | 4.94 CHF | 50,500 | 50,500 | 50,059 | 50,059 | 246,908 CHF | 247,409 CHF | 99.94% | 99.94% |