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% | 5.39 CHF | 5.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 273,152 CHF | 273,902 CHF | 99.70% | 99.70% |
12/07/2024 | 0.30% | 5.42 CHF | 5.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 265,156 CHF | 265,956 CHF | 93.53% | 93.53% |
11/07/2024 | 0.29% | 5.24 CHF | 5.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 259,929 CHF | 260,679 CHF | 99.09% | 99.09% |
10/07/2024 | 0.30% | 5.13 CHF | 5.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 252,688 CHF | 253,438 CHF | 100.00% | 100.00% |
09/07/2024 | 0.29% | 5.05 CHF | 5.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 255,235 CHF | 255,985 CHF | 99.97% | 99.97% |
08/07/2024 | 0.29% | 5.11 CHF | 5.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 254,046 CHF | 254,796 CHF | 100.00% | 100.00% |
05/07/2024 | 0.29% | 5.04 CHF | 5.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 257,997 CHF | 258,747 CHF | 98.88% | 98.88% |
04/07/2024 | 0.29% | 5.18 CHF | 5.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 258,133 CHF | 258,883 CHF | 99.48% | 99.48% |
03/07/2024 | 0.29% | 5.13 CHF | 5.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 255,619 CHF | 256,369 CHF | 100.00% | 100.00% |
02/07/2024 | 0.30% | 5.02 CHF | 5.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 249,265 CHF | 250,015 CHF | 99.94% | 99.94% |