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 | 0.25% | 5.88 CHF | 5.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,766,940 CHF | 590,481 CHF | 99.11% | 99.11% |
12/07/2024 | 0.26% | 6.02 CHF | 6.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,747,120 CHF | 583,874 CHF | 99.21% | 99.21% |
11/07/2024 | 0.25% | 5.84 CHF | 5.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,776,270 CHF | 593,590 CHF | 98.30% | 98.30% |
10/07/2024 | 0.26% | 5.89 CHF | 5.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,712,930 CHF | 572,476 CHF | 96.77% | 96.77% |
09/07/2024 | 0.26% | 5.63 CHF | 5.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,712,830 CHF | 572,442 CHF | 99.19% | 99.19% |
08/07/2024 | 0.27% | 5.51 CHF | 5.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,644,580 CHF | 549,693 CHF | 99.20% | 99.20% |
05/07/2024 | 0.29% | 5.38 CHF | 5.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,538,910 CHF | 514,471 CHF | 99.20% | 99.20% |
04/07/2024 | 0.30% | 5.03 CHF | 5.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,522,670 CHF | 509,058 CHF | 99.23% | 99.23% |
03/07/2024 | 0.30% | 5.07 CHF | 5.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,522,880 CHF | 509,126 CHF | 99.08% | 99.08% |
02/07/2024 | 0.31% | 4.84 CHF | 4.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,428,020 CHF | 477,506 CHF | 99.16% | 99.16% |