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% | 5.81 CHF | 5.82 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 116,217 CHF | 116,417 CHF | 99.39% | 99.39% |
12/07/2024 | 0.17% | 5.83 CHF | 5.84 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 115,319 CHF | 115,519 CHF | 99.08% | 99.08% |
11/07/2024 | 0.17% | 5.73 CHF | 5.74 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 115,650 CHF | 115,850 CHF | 85.73% | 85.73% |
10/07/2024 | 0.18% | 5.70 CHF | 5.71 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 113,426 CHF | 113,626 CHF | 95.48% | 95.48% |
09/07/2024 | 0.18% | 5.64 CHF | 5.65 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 113,052 CHF | 113,252 CHF | 99.05% | 99.05% |
08/07/2024 | 0.18% | 5.62 CHF | 5.63 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 111,141 CHF | 111,341 CHF | 99.25% | 99.25% |
05/07/2024 | 0.19% | 5.31 CHF | 5.32 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 107,729 CHF | 107,929 CHF | 99.39% | 99.39% |
04/07/2024 | 0.19% | 5.42 CHF | 5.43 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 108,002 CHF | 108,202 CHF | 99.39% | 99.39% |
03/07/2024 | 0.19% | 5.32 CHF | 5.33 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 107,062 CHF | 107,262 CHF | 98.65% | 98.65% |
02/07/2024 | 0.19% | 5.44 CHF | 5.45 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 107,261 CHF | 107,461 CHF | 99.01% | 99.01% |