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 | 0.29% | 5.14 CHF | 5.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 260,402 CHF | 261,152 CHF | 99.72% | 99.72% |
12/07/2024 | 0.30% | 5.16 CHF | 5.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 252,458 CHF | 253,208 CHF | 93.56% | 93.56% |
11/07/2024 | 0.30% | 4.98 CHF | 5.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 247,178 CHF | 247,928 CHF | 99.04% | 99.04% |
10/07/2024 | 0.31% | 4.88 CHF | 4.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 239,988 CHF | 240,738 CHF | 100.00% | 100.00% |
09/07/2024 | 0.31% | 4.79 CHF | 4.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 242,535 CHF | 243,285 CHF | 99.98% | 99.98% |
08/07/2024 | 0.31% | 4.85 CHF | 4.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 241,296 CHF | 242,046 CHF | 100.00% | 100.00% |
05/07/2024 | 0.33% | 4.78 CHF | 4.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 245,245 CHF | 246,045 CHF | 98.95% | 98.95% |
04/07/2024 | 0.31% | 4.92 CHF | 4.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 245,383 CHF | 246,133 CHF | 99.48% | 99.48% |
03/07/2024 | 0.31% | 4.88 CHF | 4.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 242,869 CHF | 243,619 CHF | 100.00% | 100.00% |
02/07/2024 | 0.32% | 4.76 CHF | 4.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 236,515 CHF | 237,265 CHF | 99.96% | 99.96% |