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% | 5.64 CHF | 5.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 138,087 CHF | 138,337 CHF | 99.39% | 99.39% |
12/07/2024 | 0.17% | 5.68 CHF | 5.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 145,466 CHF | 145,716 CHF | 98.95% | 98.95% |
11/07/2024 | 0.17% | 5.94 CHF | 5.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 148,083 CHF | 148,333 CHF | 98.66% | 98.66% |
10/07/2024 | 0.17% | 5.90 CHF | 5.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 143,643 CHF | 143,893 CHF | 95.47% | 95.47% |
09/07/2024 | 0.18% | 5.58 CHF | 5.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 140,788 CHF | 141,038 CHF | 99.05% | 99.05% |
08/07/2024 | 0.18% | 5.55 CHF | 5.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 140,782 CHF | 141,032 CHF | 99.24% | 99.24% |
05/07/2024 | 0.17% | 5.74 CHF | 5.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 143,675 CHF | 143,925 CHF | 99.39% | 99.39% |
04/07/2024 | 0.18% | 5.83 CHF | 5.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 142,014 CHF | 142,264 CHF | 98.82% | 98.82% |
03/07/2024 | 0.19% | 5.37 CHF | 5.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 134,957 CHF | 135,207 CHF | 95.58% | 95.58% |
02/07/2024 | 0.18% | 5.51 CHF | 5.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 136,544 CHF | 136,794 CHF | 99.03% | 99.03% |