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% | 5.66 CHF | 5.67 CHF | 150,000 | 100,000 | 148,590 | 99,060 | 847,675 CHF | 566,109 CHF | 99.90% | 99.90% |
12/07/2024 | 0.18% | 5.81 CHF | 5.82 CHF | 150,000 | 100,000 | 148,594 | 99,063 | 839,319 CHF | 560,538 CHF | 99.99% | 99.99% |
11/07/2024 | 0.18% | 5.58 CHF | 5.59 CHF | 150,000 | 100,000 | 148,591 | 99,061 | 818,275 CHF | 546,509 CHF | 99.79% | 99.79% |
10/07/2024 | 0.19% | 5.45 CHF | 5.46 CHF | 150,000 | 100,000 | 148,590 | 99,060 | 798,954 CHF | 533,627 CHF | 99.88% | 99.88% |
09/07/2024 | 0.19% | 5.27 CHF | 5.28 CHF | 150,000 | 100,000 | 148,595 | 99,062 | 802,628 CHF | 536,067 CHF | 100.00% | 100.00% |
08/07/2024 | 0.18% | 5.52 CHF | 5.53 CHF | 150,000 | 100,000 | 148,594 | 99,063 | 827,802 CHF | 552,860 CHF | 99.99% | 99.99% |
05/07/2024 | 0.18% | 5.51 CHF | 5.52 CHF | 150,000 | 100,000 | 148,591 | 99,057 | 834,483 CHF | 557,295 CHF | 99.81% | 99.81% |
04/07/2024 | 0.18% | 5.51 CHF | 5.52 CHF | 150,000 | 100,000 | 148,594 | 99,063 | 815,141 CHF | 544,419 CHF | 100.00% | 100.00% |
03/07/2024 | 0.19% | 5.44 CHF | 5.45 CHF | 150,000 | 100,000 | 148,592 | 99,061 | 798,920 CHF | 533,605 CHF | 99.84% | 99.84% |
02/07/2024 | 0.20% | 5.21 CHF | 5.22 CHF | 150,000 | 100,000 | 148,590 | 99,055 | 768,322 CHF | 513,179 CHF | 99.53% | 99.53% |