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 | 0.28% | 5.28 CHF | 5.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 267,802 CHF | 268,552 CHF | 99.72% | 99.72% |
12/07/2024 | 0.29% | 5.31 CHF | 5.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 259,856 CHF | 260,606 CHF | 93.52% | 93.52% |
11/07/2024 | 0.29% | 5.13 CHF | 5.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 254,578 CHF | 255,328 CHF | 98.99% | 98.99% |
10/07/2024 | 0.30% | 5.03 CHF | 5.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 247,388 CHF | 248,138 CHF | 100.00% | 100.00% |
09/07/2024 | 0.30% | 4.94 CHF | 4.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 249,885 CHF | 250,635 CHF | 99.98% | 99.98% |
08/07/2024 | 0.30% | 5.00 CHF | 5.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 248,696 CHF | 249,446 CHF | 100.00% | 100.00% |
05/07/2024 | 0.30% | 4.93 CHF | 4.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 252,646 CHF | 253,396 CHF | 98.95% | 98.95% |
04/07/2024 | 0.30% | 5.07 CHF | 5.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 252,783 CHF | 253,533 CHF | 99.48% | 99.48% |
03/07/2024 | 0.30% | 5.03 CHF | 5.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 250,269 CHF | 251,019 CHF | 99.98% | 99.98% |
02/07/2024 | 0.31% | 4.91 CHF | 4.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 243,915 CHF | 244,665 CHF | 99.96% | 99.96% |