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 | 0.30% | 5.20 CHF | 5.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 263,753 CHF | 264,553 CHF | 99.67% | 99.67% |
12/07/2024 | 0.29% | 5.23 CHF | 5.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 255,808 CHF | 256,558 CHF | 93.55% | 93.55% |
11/07/2024 | 0.30% | 5.05 CHF | 5.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 250,528 CHF | 251,278 CHF | 99.04% | 99.04% |
10/07/2024 | 0.31% | 4.95 CHF | 4.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 243,338 CHF | 244,088 CHF | 100.00% | 100.00% |
09/07/2024 | 0.30% | 4.86 CHF | 4.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 245,886 CHF | 246,636 CHF | 99.94% | 99.94% |
08/07/2024 | 0.31% | 4.92 CHF | 4.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 244,646 CHF | 245,396 CHF | 100.00% | 100.00% |
05/07/2024 | 0.32% | 4.85 CHF | 4.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 248,595 CHF | 249,395 CHF | 98.96% | 98.96% |
04/07/2024 | 0.30% | 4.99 CHF | 5.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 248,733 CHF | 249,483 CHF | 99.48% | 99.48% |
03/07/2024 | 0.30% | 4.95 CHF | 4.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 246,269 CHF | 247,019 CHF | 100.00% | 100.00% |
02/07/2024 | 0.33% | 4.83 CHF | 4.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 239,865 CHF | 240,665 CHF | 99.94% | 99.94% |