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 | 0.27% | 5.62 CHF | 5.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,688,290 CHF | 564,264 CHF | 99.12% | 99.12% |
12/07/2024 | 0.27% | 5.76 CHF | 5.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,668,430 CHF | 557,642 CHF | 99.19% | 99.19% |
11/07/2024 | 0.26% | 5.58 CHF | 5.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,697,520 CHF | 567,339 CHF | 98.28% | 98.28% |
10/07/2024 | 0.28% | 5.62 CHF | 5.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,634,030 CHF | 546,177 CHF | 96.77% | 96.77% |
09/07/2024 | 0.28% | 5.37 CHF | 5.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,634,000 CHF | 546,165 CHF | 99.20% | 99.20% |
08/07/2024 | 0.29% | 5.25 CHF | 5.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,565,990 CHF | 523,496 CHF | 99.22% | 99.22% |
05/07/2024 | 0.31% | 5.11 CHF | 5.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,460,040 CHF | 488,180 CHF | 99.17% | 99.17% |
04/07/2024 | 0.31% | 4.77 CHF | 4.79 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,443,640 CHF | 482,713 CHF | 99.23% | 99.23% |
03/07/2024 | 0.31% | 4.80 CHF | 4.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,443,700 CHF | 482,735 CHF | 99.09% | 99.09% |
02/07/2024 | 0.33% | 4.58 CHF | 4.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,348,790 CHF | 451,097 CHF | 99.18% | 99.18% |