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% | 5.71 CHF | 5.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 142,115 CHF | 142,365 CHF | 100.00% | 100.00% |
12/07/2024 | 0.17% | 5.75 CHF | 5.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 143,891 CHF | 144,141 CHF | 99.70% | 99.70% |
11/07/2024 | 0.18% | 5.61 CHF | 5.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 139,960 CHF | 140,210 CHF | 99.35% | 99.35% |
10/07/2024 | 0.18% | 5.65 CHF | 5.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 141,352 CHF | 141,602 CHF | 96.09% | 96.09% |
09/07/2024 | 0.18% | 5.66 CHF | 5.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 142,435 CHF | 142,685 CHF | 99.66% | 99.66% |
08/07/2024 | 0.17% | 5.97 CHF | 5.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 150,601 CHF | 150,851 CHF | 99.84% | 99.84% |
05/07/2024 | 0.16% | 6.03 CHF | 6.04 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 152,977 CHF | 153,227 CHF | 100.00% | 100.00% |
04/07/2024 | 0.16% | 6.18 CHF | 6.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 152,634 CHF | 152,884 CHF | 100.00% | 100.00% |
03/07/2024 | 0.17% | 5.97 CHF | 5.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 149,177 CHF | 149,427 CHF | 99.23% | 99.23% |
02/07/2024 | 0.17% | 5.84 CHF | 5.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 145,539 CHF | 145,789 CHF | 99.67% | 99.67% |