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% | 5.37 CHF | 5.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,606,210 CHF | 536,404 CHF | 98.29% | 98.29% |
12/07/2024 | 0.20% | 5.29 CHF | 5.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,517,690 CHF | 506,896 CHF | 97.91% | 97.91% |
11/07/2024 | 0.18% | 5.26 CHF | 5.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,660,280 CHF | 554,425 CHF | 98.02% | 98.02% |
10/07/2024 | 0.18% | 5.53 CHF | 5.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,639,860 CHF | 547,620 CHF | 99.07% | 99.07% |
09/07/2024 | 0.18% | 5.40 CHF | 5.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,670,560 CHF | 557,854 CHF | 99.23% | 99.23% |
08/07/2024 | 0.19% | 5.49 CHF | 5.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,613,790 CHF | 538,929 CHF | 99.23% | 99.23% |
05/07/2024 | 0.20% | 5.24 CHF | 5.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,467,550 CHF | 490,182 CHF | 99.22% | 99.22% |
04/07/2024 | 0.21% | 4.72 CHF | 4.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,427,340 CHF | 476,781 CHF | 99.23% | 99.23% |
03/07/2024 | 0.22% | 4.76 CHF | 4.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,367,970 CHF | 456,989 CHF | 99.23% | 99.23% |
02/07/2024 | 0.23% | 4.39 CHF | 4.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,292,950 CHF | 431,984 CHF | 99.23% | 99.23% |