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 | 0.16% | 6.44 CHF | 6.45 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,530,500 CHF | 490,561 CHF | 99.14% | 99.14% |
12/07/2024 | 0.18% | 5.71 CHF | 5.72 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,415,790 CHF | 453,851 CHF | 99.22% | 99.22% |
11/07/2024 | 0.17% | 5.87 CHF | 5.88 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,461,320 CHF | 468,422 CHF | 98.64% | 98.64% |
10/07/2024 | 0.17% | 5.72 CHF | 5.73 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,465,140 CHF | 469,645 CHF | 99.23% | 99.23% |
09/07/2024 | 0.17% | 5.83 CHF | 5.84 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,471,510 CHF | 471,684 CHF | 99.22% | 99.22% |
08/07/2024 | 0.17% | 5.82 CHF | 5.83 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,477,950 CHF | 473,743 CHF | 99.21% | 99.21% |
05/07/2024 | 0.18% | 5.75 CHF | 5.76 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,391,470 CHF | 446,071 CHF | 99.21% | 99.21% |
04/07/2024 | 0.17% | 5.74 CHF | 5.75 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,440,570 CHF | 461,782 CHF | 99.23% | 99.23% |
03/07/2024 | 0.17% | 5.93 CHF | 5.94 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,488,140 CHF | 477,005 CHF | 99.21% | 99.21% |
02/07/2024 | 0.16% | 6.14 CHF | 6.15 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,537,480 CHF | 492,793 CHF | 99.20% | 99.20% |