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% | 5.15 CHF | 5.16 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,576,480 CHF | 2,581,480 CHF | 100.00% | 100.00% |
12/07/2024 | 0.19% | 5.25 CHF | 5.26 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,636,700 CHF | 2,641,700 CHF | 100.00% | 100.00% |
11/07/2024 | 0.19% | 5.20 CHF | 5.21 CHF | 500,000 | 500,000 | 499,514 | 499,514 | 2,588,100 CHF | 2,593,100 CHF | 99.98% | 99.98% |
10/07/2024 | 0.20% | 5.19 CHF | 5.20 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,557,370 CHF | 2,562,370 CHF | 100.00% | 100.00% |
09/07/2024 | 0.19% | 5.19 CHF | 5.20 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,580,640 CHF | 2,585,640 CHF | 100.00% | 100.00% |
08/07/2024 | 0.19% | 5.22 CHF | 5.23 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,598,330 CHF | 2,603,330 CHF | 100.00% | 100.00% |
05/07/2024 | 0.19% | 5.38 CHF | 5.39 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,672,810 CHF | 2,677,810 CHF | 99.98% | 99.98% |
04/07/2024 | 0.19% | 5.35 CHF | 5.36 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,653,320 CHF | 2,658,320 CHF | 100.00% | 100.00% |
03/07/2024 | 0.19% | 5.26 CHF | 5.27 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,639,740 CHF | 2,644,740 CHF | 100.00% | 100.00% |
02/07/2024 | 0.19% | 5.32 CHF | 5.33 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,684,610 CHF | 2,689,610 CHF | 100.00% | 100.00% |