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% | 5.57 CHF | 5.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 278,086 CHF | 278,586 CHF | 100.00% | 100.00% |
12/07/2024 | 0.18% | 5.53 CHF | 5.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 273,419 CHF | 273,919 CHF | 98.99% | 98.99% |
11/07/2024 | 0.19% | 5.44 CHF | 5.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 269,463 CHF | 269,963 CHF | 99.70% | 99.70% |
10/07/2024 | 0.19% | 5.30 CHF | 5.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 263,495 CHF | 263,995 CHF | 99.84% | 99.84% |
09/07/2024 | 0.19% | 5.30 CHF | 5.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 268,046 CHF | 268,546 CHF | 100.00% | 100.00% |
08/07/2024 | 0.19% | 5.36 CHF | 5.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 267,341 CHF | 267,841 CHF | 100.00% | 100.00% |
05/07/2024 | 0.19% | 5.22 CHF | 5.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 263,908 CHF | 264,408 CHF | 100.00% | 100.00% |
04/07/2024 | 0.19% | 5.27 CHF | 5.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 262,481 CHF | 262,981 CHF | 100.00% | 100.00% |
03/07/2024 | 0.19% | 5.16 CHF | 5.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 256,355 CHF | 256,855 CHF | 99.51% | 99.51% |
02/07/2024 | 0.20% | 5.05 CHF | 5.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 250,232 CHF | 250,732 CHF | 99.98% | 99.98% |