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% | 5.45 CHF | 5.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 272,556 CHF | 273,056 CHF | 100.00% | 100.00% |
12/07/2024 | 0.19% | 5.42 CHF | 5.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 267,851 CHF | 268,351 CHF | 98.99% | 98.99% |
11/07/2024 | 0.19% | 5.33 CHF | 5.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 263,929 CHF | 264,429 CHF | 99.75% | 99.75% |
10/07/2024 | 0.19% | 5.19 CHF | 5.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 257,955 CHF | 258,455 CHF | 99.85% | 99.85% |
09/07/2024 | 0.19% | 5.19 CHF | 5.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 262,546 CHF | 263,046 CHF | 100.00% | 100.00% |
08/07/2024 | 0.19% | 5.25 CHF | 5.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 261,766 CHF | 262,266 CHF | 100.00% | 100.00% |
05/07/2024 | 0.19% | 5.11 CHF | 5.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 258,379 CHF | 258,879 CHF | 100.00% | 100.00% |
04/07/2024 | 0.19% | 5.15 CHF | 5.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 256,907 CHF | 257,407 CHF | 100.00% | 100.00% |
03/07/2024 | 0.20% | 5.05 CHF | 5.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 250,798 CHF | 251,298 CHF | 99.51% | 99.51% |
02/07/2024 | 0.20% | 4.94 CHF | 4.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 244,672 CHF | 245,172 CHF | 99.95% | 99.95% |