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 | 0.28% | 5.26 CHF | 5.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,579,150 CHF | 527,884 CHF | 99.11% | 99.11% |
12/07/2024 | 0.29% | 5.39 CHF | 5.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,559,170 CHF | 521,225 CHF | 99.22% | 99.22% |
11/07/2024 | 0.28% | 5.22 CHF | 5.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,588,160 CHF | 530,886 CHF | 98.28% | 98.28% |
10/07/2024 | 0.29% | 5.26 CHF | 5.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,524,590 CHF | 509,696 CHF | 96.77% | 96.77% |
09/07/2024 | 0.29% | 5.00 CHF | 5.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,524,530 CHF | 509,677 CHF | 99.20% | 99.20% |
08/07/2024 | 0.31% | 4.88 CHF | 4.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,456,860 CHF | 487,120 CHF | 99.22% | 99.22% |
05/07/2024 | 0.33% | 4.75 CHF | 4.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,350,580 CHF | 451,693 CHF | 99.18% | 99.18% |
04/07/2024 | 0.34% | 4.41 CHF | 4.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,333,960 CHF | 446,152 CHF | 99.23% | 99.23% |
03/07/2024 | 0.34% | 4.43 CHF | 4.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,333,860 CHF | 446,121 CHF | 99.09% | 99.09% |
02/07/2024 | 0.36% | 4.21 CHF | 4.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,238,800 CHF | 414,433 CHF | 99.16% | 99.16% |