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 | 0.18% | 5.83 CHF | 5.84 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,378,880 CHF | 442,042 CHF | 99.13% | 99.13% |
12/07/2024 | 0.20% | 5.11 CHF | 5.12 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,263,960 CHF | 405,268 CHF | 99.18% | 99.18% |
11/07/2024 | 0.19% | 5.27 CHF | 5.28 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,309,360 CHF | 419,797 CHF | 98.64% | 98.64% |
10/07/2024 | 0.19% | 5.11 CHF | 5.12 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,312,970 CHF | 420,950 CHF | 99.23% | 99.23% |
09/07/2024 | 0.19% | 5.22 CHF | 5.23 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,319,460 CHF | 423,026 CHF | 99.22% | 99.22% |
08/07/2024 | 0.19% | 5.21 CHF | 5.22 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,326,350 CHF | 425,233 CHF | 99.21% | 99.21% |
05/07/2024 | 0.20% | 5.15 CHF | 5.16 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,239,350 CHF | 397,393 CHF | 99.20% | 99.20% |
04/07/2024 | 0.19% | 5.13 CHF | 5.14 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,288,130 CHF | 413,003 CHF | 99.23% | 99.23% |
03/07/2024 | 0.19% | 5.32 CHF | 5.33 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,335,500 CHF | 428,160 CHF | 99.20% | 99.20% |
02/07/2024 | 0.18% | 5.53 CHF | 5.54 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,384,690 CHF | 443,901 CHF | 99.20% | 99.20% |