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% | 5.91 CHF | 5.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,769,250 CHF | 590,750 CHF | 98.29% | 98.29% |
12/07/2024 | 0.18% | 5.84 CHF | 5.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,681,060 CHF | 561,354 CHF | 97.92% | 97.92% |
11/07/2024 | 0.16% | 5.80 CHF | 5.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,823,760 CHF | 608,919 CHF | 98.03% | 98.03% |
10/07/2024 | 0.17% | 6.07 CHF | 6.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,803,400 CHF | 602,134 CHF | 99.07% | 99.07% |
09/07/2024 | 0.16% | 5.95 CHF | 5.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,834,280 CHF | 612,427 CHF | 99.23% | 99.23% |
08/07/2024 | 0.17% | 6.03 CHF | 6.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,776,950 CHF | 593,318 CHF | 99.22% | 99.22% |
05/07/2024 | 0.18% | 5.79 CHF | 5.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,631,280 CHF | 544,761 CHF | 99.22% | 99.22% |
04/07/2024 | 0.19% | 5.27 CHF | 5.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,591,490 CHF | 531,496 CHF | 99.23% | 99.23% |
03/07/2024 | 0.20% | 5.31 CHF | 5.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,532,350 CHF | 511,784 CHF | 99.23% | 99.23% |
02/07/2024 | 0.21% | 4.94 CHF | 4.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,457,460 CHF | 486,820 CHF | 99.22% | 99.22% |