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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | 0.50% | 5.59 CHF | 5.63 CHF | 50,000 | 50,000 | 126,367 | 126,367 | 714,551 CHF | 716,735 CHF | 98.71% | 98.71% |
24/07/2024 | 0.16% | 6.16 CHF | 6.17 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,524,990 CHF | 1,527,490 CHF | 99.99% | 99.99% |
23/07/2024 | 0.17% | 6.04 CHF | 6.05 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,505,040 CHF | 1,507,540 CHF | 99.90% | 99.90% |
22/07/2024 | 0.17% | 5.87 CHF | 5.88 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,490,600 CHF | 1,493,100 CHF | 99.99% | 99.99% |
19/07/2024 | 0.16% | 6.04 CHF | 6.05 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,519,480 CHF | 1,521,980 CHF | 99.70% | 99.70% |
18/07/2024 | 0.15% | 6.55 CHF | 6.56 CHF | 250,000 | 250,000 | 249,854 | 249,854 | 1,633,940 CHF | 1,636,440 CHF | 98.91% | 98.91% |
17/07/2024 | 0.15% | 6.51 CHF | 6.52 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,655,800 CHF | 1,658,300 CHF | 99.89% | 99.89% |
16/07/2024 | 0.21% | 6.55 CHF | 6.56 CHF | 250,000 | 250,000 | 226,049 | 226,049 | 1,448,360 CHF | 1,450,800 CHF | 99.97% | 99.97% |
15/07/2024 | 0.16% | 6.34 CHF | 6.35 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,542,170 CHF | 1,544,670 CHF | 99.72% | 99.72% |
12/07/2024 | 0.16% | 6.16 CHF | 6.17 CHF | 250,000 | 250,000 | 249,928 | 249,928 | 1,522,190 CHF | 1,524,690 CHF | 98.93% | 98.93% |