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% | 5.33 CHF | 5.34 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 263,595 CHF | 264,090 CHF | 99.91% | 99.91% |
12/07/2024 | 0.19% | 5.39 CHF | 5.40 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 268,432 CHF | 268,928 CHF | 100.00% | 100.00% |
11/07/2024 | 0.19% | 5.38 CHF | 5.39 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 265,818 CHF | 266,313 CHF | 99.88% | 99.88% |
10/07/2024 | 0.19% | 5.38 CHF | 5.39 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 263,223 CHF | 263,719 CHF | 100.00% | 100.00% |
09/07/2024 | 0.19% | 5.40 CHF | 5.41 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 266,732 CHF | 267,228 CHF | 100.00% | 100.00% |
08/07/2024 | 0.19% | 5.46 CHF | 5.47 CHF | 50,000 | 50,000 | 49,528 | 49,528 | 268,799 CHF | 269,295 CHF | 99.59% | 99.59% |
05/07/2024 | 0.18% | 5.60 CHF | 5.61 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 275,814 CHF | 276,310 CHF | 99.89% | 99.89% |
04/07/2024 | 0.18% | 5.58 CHF | 5.59 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 274,228 CHF | 274,724 CHF | 100.00% | 100.00% |
03/07/2024 | 0.18% | 5.49 CHF | 5.50 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 272,776 CHF | 273,272 CHF | 100.00% | 100.00% |
02/07/2024 | 0.18% | 5.54 CHF | 5.55 CHF | 50,000 | 50,000 | 49,533 | 49,531 | 276,190 CHF | 276,675 CHF | 100.00% | 100.00% |