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 | 0.17% | 5.89 CHF | 5.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 300,236 CHF | 300,736 CHF | 100.00% | 100.00% |
12/07/2024 | 0.17% | 6.00 CHF | 6.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 290,604 CHF | 291,104 CHF | 99.68% | 99.68% |
11/07/2024 | 0.17% | 5.85 CHF | 5.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 299,567 CHF | 300,067 CHF | 82.23% | 82.23% |
10/07/2024 | 0.17% | 5.92 CHF | 5.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 289,857 CHF | 290,357 CHF | 96.11% | 96.11% |
09/07/2024 | 0.17% | 5.77 CHF | 5.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 293,085 CHF | 293,585 CHF | 99.67% | 99.67% |
08/07/2024 | 0.17% | 5.89 CHF | 5.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 296,588 CHF | 297,088 CHF | 99.85% | 99.85% |
05/07/2024 | 0.17% | 5.85 CHF | 5.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 294,302 CHF | 294,802 CHF | 100.00% | 100.00% |
04/07/2024 | 0.17% | 5.79 CHF | 5.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 290,880 CHF | 291,380 CHF | 100.00% | 100.00% |
03/07/2024 | 0.17% | 5.80 CHF | 5.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 289,644 CHF | 290,144 CHF | 99.25% | 99.25% |
02/07/2024 | 0.18% | 5.58 CHF | 5.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 274,088 CHF | 274,588 CHF | 99.67% | 99.67% |