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 | 0.17% | 6.17 CHF | 6.18 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,463,220 CHF | 469,031 CHF | 99.13% | 99.13% |
12/07/2024 | 0.19% | 5.45 CHF | 5.46 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,348,430 CHF | 432,297 CHF | 99.23% | 99.23% |
11/07/2024 | 0.18% | 5.61 CHF | 5.62 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,393,870 CHF | 446,840 CHF | 98.61% | 98.61% |
10/07/2024 | 0.18% | 5.44 CHF | 5.45 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,397,660 CHF | 448,050 CHF | 99.23% | 99.23% |
09/07/2024 | 0.18% | 5.56 CHF | 5.57 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,404,040 CHF | 450,092 CHF | 99.22% | 99.22% |
08/07/2024 | 0.18% | 5.55 CHF | 5.56 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,410,700 CHF | 452,223 CHF | 99.21% | 99.21% |
05/07/2024 | 0.19% | 5.48 CHF | 5.49 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,324,010 CHF | 424,482 CHF | 99.20% | 99.20% |
04/07/2024 | 0.18% | 5.47 CHF | 5.48 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,372,960 CHF | 440,147 CHF | 99.23% | 99.23% |
03/07/2024 | 0.18% | 5.66 CHF | 5.67 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,420,430 CHF | 455,339 CHF | 99.23% | 99.23% |
02/07/2024 | 0.17% | 5.87 CHF | 5.88 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,469,710 CHF | 471,107 CHF | 99.21% | 99.21% |