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 | 0.64% | 5.90 CHF | 5.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 298,196 CHF | 300,096 CHF | 72.01% | 72.01% |
12/07/2024 | 0.65% | 5.93 CHF | 5.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 290,806 CHF | 292,706 CHF | 93.52% | 93.52% |
11/07/2024 | 0.66% | 5.75 CHF | 5.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 285,563 CHF | 287,463 CHF | 99.08% | 99.08% |
10/07/2024 | 0.68% | 5.65 CHF | 5.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 278,338 CHF | 280,238 CHF | 100.00% | 100.00% |
09/07/2024 | 0.67% | 5.56 CHF | 5.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 280,835 CHF | 282,735 CHF | 99.97% | 99.97% |
08/07/2024 | 0.68% | 5.62 CHF | 5.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 279,596 CHF | 281,496 CHF | 100.00% | 100.00% |
05/07/2024 | 0.67% | 5.55 CHF | 5.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 283,496 CHF | 285,396 CHF | 98.76% | 98.76% |
04/07/2024 | 0.67% | 5.69 CHF | 5.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 283,583 CHF | 285,483 CHF | 99.47% | 99.47% |
03/07/2024 | 0.67% | 5.64 CHF | 5.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 281,069 CHF | 282,969 CHF | 100.00% | 100.00% |
02/07/2024 | 0.69% | 5.52 CHF | 5.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 274,673 CHF | 276,573 CHF | 99.95% | 99.95% |