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% | 5.98 CHF | 5.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 301,536 CHF | 302,036 CHF | 99.39% | 99.39% |
12/07/2024 | 0.17% | 5.89 CHF | 5.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 300,136 CHF | 300,636 CHF | 99.07% | 99.07% |
11/07/2024 | 0.17% | 5.93 CHF | 5.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 295,620 CHF | 296,120 CHF | 79.83% | 79.83% |
10/07/2024 | 0.17% | 5.83 CHF | 5.84 CHF | 50,000 | 50,000 | 40,043 | 40,047 | 231,924 CHF | 232,348 CHF | 95.47% | 95.47% |
09/07/2024 | 0.17% | 5.78 CHF | 5.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 143,558 CHF | 143,808 CHF | 99.03% | 99.03% |
08/07/2024 | 0.18% | 5.69 CHF | 5.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 141,224 CHF | 141,474 CHF | 99.24% | 99.24% |
05/07/2024 | 0.18% | 5.70 CHF | 5.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 142,656 CHF | 142,906 CHF | 99.39% | 99.39% |
04/07/2024 | 0.17% | 5.75 CHF | 5.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 144,842 CHF | 145,092 CHF | 99.39% | 99.39% |
03/07/2024 | 0.17% | 5.79 CHF | 5.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 146,366 CHF | 146,616 CHF | 98.61% | 98.61% |
02/07/2024 | 0.17% | 5.99 CHF | 6.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 149,870 CHF | 150,120 CHF | 99.07% | 99.07% |