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 | 0.05% | 5.82 CHF | 5.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 148,302 CHF | 148,377 CHF | 96.86% | 96.86% |
12/07/2024 | 0.05% | 5.93 CHF | 5.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 143,321 CHF | 143,396 CHF | 93.85% | 93.85% |
11/07/2024 | 0.05% | 5.77 CHF | 5.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 148,078 CHF | 148,153 CHF | 96.14% | 96.14% |
10/07/2024 | 0.05% | 5.85 CHF | 5.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 142,910 CHF | 142,985 CHF | 96.72% | 96.72% |
09/07/2024 | 0.05% | 5.69 CHF | 5.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 144,664 CHF | 144,739 CHF | 98.88% | 98.88% |
08/07/2024 | 0.05% | 5.81 CHF | 5.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 146,418 CHF | 146,493 CHF | 96.03% | 96.03% |
05/07/2024 | 0.05% | 5.78 CHF | 5.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 145,251 CHF | 145,326 CHF | 98.95% | 98.95% |
04/07/2024 | 0.05% | 5.71 CHF | 5.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 143,514 CHF | 143,589 CHF | 99.17% | 99.17% |
03/07/2024 | 0.05% | 5.73 CHF | 5.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 142,825 CHF | 142,900 CHF | 92.22% | 92.22% |
02/07/2024 | 0.06% | 5.50 CHF | 5.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 135,118 CHF | 135,193 CHF | 99.92% | 99.92% |