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% | 5.10 CHF | 5.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 258,553 CHF | 259,303 CHF | 99.66% | 99.66% |
12/07/2024 | 0.32% | 5.13 CHF | 5.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 250,556 CHF | 251,356 CHF | 93.51% | 93.51% |
11/07/2024 | 0.31% | 4.94 CHF | 4.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 245,329 CHF | 246,079 CHF | 99.09% | 99.09% |
10/07/2024 | 0.31% | 4.84 CHF | 4.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 238,138 CHF | 238,888 CHF | 100.00% | 100.00% |
09/07/2024 | 0.31% | 4.75 CHF | 4.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 240,635 CHF | 241,385 CHF | 99.97% | 99.97% |
08/07/2024 | 0.31% | 4.81 CHF | 4.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 239,446 CHF | 240,196 CHF | 100.00% | 100.00% |
05/07/2024 | 0.31% | 4.74 CHF | 4.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 243,397 CHF | 244,147 CHF | 98.87% | 98.87% |
04/07/2024 | 0.31% | 4.89 CHF | 4.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 243,533 CHF | 244,283 CHF | 99.48% | 99.48% |
03/07/2024 | 0.31% | 4.84 CHF | 4.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 241,019 CHF | 241,769 CHF | 100.00% | 100.00% |
02/07/2024 | 0.32% | 4.72 CHF | 4.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 234,665 CHF | 235,415 CHF | 99.95% | 99.95% |