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 | 0.19% | 5.68 CHF | 5.69 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,340,830 CHF | 429,864 CHF | 99.13% | 99.13% |
12/07/2024 | 0.20% | 4.96 CHF | 4.97 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,225,890 CHF | 393,086 CHF | 99.23% | 99.23% |
11/07/2024 | 0.20% | 5.12 CHF | 5.13 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,271,280 CHF | 407,611 CHF | 98.64% | 98.64% |
10/07/2024 | 0.20% | 4.95 CHF | 4.96 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,274,920 CHF | 408,773 CHF | 99.23% | 99.23% |
09/07/2024 | 0.19% | 5.07 CHF | 5.08 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,281,310 CHF | 410,819 CHF | 99.21% | 99.21% |
08/07/2024 | 0.19% | 5.06 CHF | 5.07 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,288,300 CHF | 413,057 CHF | 99.21% | 99.21% |
05/07/2024 | 0.21% | 4.99 CHF | 5.00 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,201,320 CHF | 385,224 CHF | 99.20% | 99.20% |
04/07/2024 | 0.20% | 4.98 CHF | 4.99 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,250,010 CHF | 400,804 CHF | 99.23% | 99.23% |
03/07/2024 | 0.19% | 5.16 CHF | 5.17 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,297,330 CHF | 415,945 CHF | 99.21% | 99.21% |
02/07/2024 | 0.19% | 5.38 CHF | 5.39 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,346,360 CHF | 431,635 CHF | 99.21% | 99.21% |