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 | 0.17% | 6.31 CHF | 6.32 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,499,000 CHF | 480,479 CHF | 99.14% | 99.14% |
12/07/2024 | 0.18% | 5.59 CHF | 5.60 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,384,220 CHF | 443,750 CHF | 99.23% | 99.23% |
11/07/2024 | 0.17% | 5.75 CHF | 5.76 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,429,620 CHF | 458,279 CHF | 98.63% | 98.63% |
10/07/2024 | 0.17% | 5.59 CHF | 5.60 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,433,390 CHF | 459,485 CHF | 99.23% | 99.23% |
09/07/2024 | 0.17% | 5.71 CHF | 5.72 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,439,890 CHF | 461,564 CHF | 99.22% | 99.22% |
08/07/2024 | 0.17% | 5.69 CHF | 5.70 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,446,450 CHF | 463,663 CHF | 99.21% | 99.21% |
05/07/2024 | 0.18% | 5.63 CHF | 5.64 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,359,760 CHF | 435,923 CHF | 99.20% | 99.20% |
04/07/2024 | 0.18% | 5.61 CHF | 5.62 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,408,830 CHF | 451,627 CHF | 99.23% | 99.23% |
03/07/2024 | 0.17% | 5.80 CHF | 5.81 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,456,440 CHF | 466,860 CHF | 99.20% | 99.20% |
02/07/2024 | 0.17% | 6.01 CHF | 6.02 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,505,660 CHF | 482,613 CHF | 99.21% | 99.21% |