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 | 0.31% | 5.12 CHF | 5.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 259,852 CHF | 260,652 CHF | 99.70% | 99.70% |
12/07/2024 | 0.30% | 5.15 CHF | 5.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 251,858 CHF | 252,608 CHF | 93.56% | 93.56% |
11/07/2024 | 0.32% | 4.97 CHF | 4.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 246,578 CHF | 247,378 CHF | 99.05% | 99.05% |
10/07/2024 | 0.31% | 4.87 CHF | 4.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 239,388 CHF | 240,138 CHF | 100.00% | 100.00% |
09/07/2024 | 0.31% | 4.78 CHF | 4.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 241,936 CHF | 242,686 CHF | 99.94% | 99.94% |
08/07/2024 | 0.31% | 4.84 CHF | 4.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 240,696 CHF | 241,446 CHF | 100.00% | 100.00% |
05/07/2024 | 0.31% | 4.77 CHF | 4.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 244,697 CHF | 245,447 CHF | 98.93% | 98.93% |
04/07/2024 | 0.31% | 4.91 CHF | 4.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 244,783 CHF | 245,533 CHF | 99.47% | 99.47% |
03/07/2024 | 0.31% | 4.87 CHF | 4.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 242,269 CHF | 243,019 CHF | 100.00% | 100.00% |
02/07/2024 | 0.32% | 4.75 CHF | 4.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 235,965 CHF | 236,715 CHF | 99.98% | 99.98% |