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% | 5.74 CHF | 5.75 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 283,903 CHF | 284,399 CHF | 99.91% | 99.91% |
12/07/2024 | 0.17% | 5.80 CHF | 5.81 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 288,757 CHF | 289,253 CHF | 100.00% | 100.00% |
11/07/2024 | 0.17% | 5.79 CHF | 5.80 CHF | 50,000 | 50,000 | 49,529 | 49,529 | 286,146 CHF | 286,642 CHF | 99.73% | 99.73% |
10/07/2024 | 0.18% | 5.79 CHF | 5.80 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 283,596 CHF | 284,092 CHF | 100.00% | 100.00% |
09/07/2024 | 0.17% | 5.81 CHF | 5.82 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 287,111 CHF | 287,607 CHF | 100.00% | 100.00% |
08/07/2024 | 0.17% | 5.87 CHF | 5.88 CHF | 50,000 | 50,000 | 49,528 | 49,528 | 289,122 CHF | 289,618 CHF | 99.59% | 99.59% |
05/07/2024 | 0.17% | 6.01 CHF | 6.02 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 296,176 CHF | 296,672 CHF | 99.82% | 99.82% |
04/07/2024 | 0.17% | 5.99 CHF | 6.00 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 294,671 CHF | 295,167 CHF | 100.00% | 100.00% |
03/07/2024 | 0.17% | 5.90 CHF | 5.91 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 293,228 CHF | 293,724 CHF | 100.00% | 100.00% |
02/07/2024 | 0.17% | 5.96 CHF | 5.97 CHF | 50,000 | 50,000 | 49,533 | 49,531 | 296,697 CHF | 297,183 CHF | 99.89% | 99.89% |