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% | 5.59 CHF | 5.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,672,760 CHF | 558,586 CHF | 98.29% | 98.29% |
12/07/2024 | 0.19% | 5.51 CHF | 5.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,584,330 CHF | 529,108 CHF | 97.92% | 97.92% |
11/07/2024 | 0.17% | 5.48 CHF | 5.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,726,930 CHF | 576,643 CHF | 98.03% | 98.03% |
10/07/2024 | 0.18% | 5.75 CHF | 5.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,706,630 CHF | 569,878 CHF | 99.07% | 99.07% |
09/07/2024 | 0.17% | 5.63 CHF | 5.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,737,270 CHF | 580,090 CHF | 99.23% | 99.23% |
08/07/2024 | 0.18% | 5.71 CHF | 5.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,680,370 CHF | 561,124 CHF | 99.20% | 99.20% |
05/07/2024 | 0.20% | 5.47 CHF | 5.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,534,450 CHF | 512,484 CHF | 99.22% | 99.22% |
04/07/2024 | 0.20% | 4.95 CHF | 4.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,494,110 CHF | 499,036 CHF | 99.23% | 99.23% |
03/07/2024 | 0.21% | 4.98 CHF | 4.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,434,890 CHF | 479,298 CHF | 99.23% | 99.23% |
02/07/2024 | 0.22% | 4.61 CHF | 4.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,360,080 CHF | 454,361 CHF | 99.22% | 99.22% |