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 | 0.32% | 5.24 CHF | 5.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 539,188 CHF | 540,942 CHF | 95.49% | 95.49% |
12/07/2024 | 0.30% | 5.42 CHF | 5.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 531,992 CHF | 533,593 CHF | 98.29% | 98.29% |
11/07/2024 | 0.35% | 5.20 CHF | 5.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 517,218 CHF | 519,016 CHF | 97.43% | 97.43% |
10/07/2024 | 0.33% | 4.97 CHF | 4.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 482,614 CHF | 484,210 CHF | 99.87% | 99.87% |
09/07/2024 | 0.33% | 4.77 CHF | 4.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 487,215 CHF | 488,813 CHF | 99.49% | 99.49% |
08/07/2024 | 0.33% | 4.79 CHF | 4.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 479,546 CHF | 481,135 CHF | 99.33% | 99.33% |
05/07/2024 | 0.33% | 4.70 CHF | 4.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 483,552 CHF | 485,164 CHF | 99.48% | 99.48% |
04/07/2024 | 0.34% | 4.86 CHF | 4.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 480,212 CHF | 481,832 CHF | 99.66% | 99.66% |
03/07/2024 | 0.34% | 4.76 CHF | 4.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 474,711 CHF | 476,307 CHF | 99.21% | 99.21% |
02/07/2024 | 0.35% | 4.70 CHF | 4.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 459,120 CHF | 460,750 CHF | 99.84% | 99.84% |