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 | 0.30% | 5.18 CHF | 5.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 262,703 CHF | 263,503 CHF | 99.67% | 99.67% |
12/07/2024 | 0.29% | 5.21 CHF | 5.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 254,706 CHF | 255,456 CHF | 93.52% | 93.52% |
11/07/2024 | 0.32% | 5.03 CHF | 5.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 249,428 CHF | 250,228 CHF | 99.05% | 99.05% |
10/07/2024 | 0.31% | 4.93 CHF | 4.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 242,238 CHF | 242,988 CHF | 100.00% | 100.00% |
09/07/2024 | 0.31% | 4.84 CHF | 4.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 244,785 CHF | 245,535 CHF | 99.98% | 99.98% |
08/07/2024 | 0.31% | 4.90 CHF | 4.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 243,546 CHF | 244,296 CHF | 100.00% | 100.00% |
05/07/2024 | 0.30% | 4.83 CHF | 4.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 247,546 CHF | 248,296 CHF | 98.95% | 98.95% |
04/07/2024 | 0.30% | 4.97 CHF | 4.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 247,633 CHF | 248,383 CHF | 99.47% | 99.47% |
03/07/2024 | 0.31% | 4.92 CHF | 4.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 245,119 CHF | 245,869 CHF | 99.98% | 99.98% |
02/07/2024 | 0.31% | 4.81 CHF | 4.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 238,815 CHF | 239,565 CHF | 99.95% | 99.95% |