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% | 5.22 CHF | 5.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 388,800 CHF | 389,550 CHF | 99.99% | 99.99% |
12/07/2024 | 0.19% | 5.25 CHF | 5.26 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 384,926 CHF | 385,676 CHF | 99.99% | 99.99% |
11/07/2024 | 0.18% | 5.45 CHF | 5.46 CHF | 75,000 | 75,000 | 74,945 | 74,945 | 417,540 CHF | 418,290 CHF | 99.95% | 99.95% |
10/07/2024 | 0.18% | 5.65 CHF | 5.66 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 416,816 CHF | 417,566 CHF | 100.00% | 100.00% |
09/07/2024 | 0.19% | 5.22 CHF | 5.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 392,445 CHF | 393,195 CHF | 99.98% | 99.98% |
08/07/2024 | 0.20% | 4.93 CHF | 4.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 368,502 CHF | 369,252 CHF | 100.00% | 100.00% |
05/07/2024 | 0.20% | 4.94 CHF | 4.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 367,985 CHF | 368,735 CHF | 99.92% | 99.92% |
04/07/2024 | 0.20% | 4.90 CHF | 4.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 367,316 CHF | 368,066 CHF | 100.00% | 100.00% |
03/07/2024 | 0.21% | 4.73 CHF | 4.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 354,329 CHF | 355,079 CHF | 100.00% | 100.00% |
02/07/2024 | 0.23% | 4.44 CHF | 4.45 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 328,085 CHF | 328,835 CHF | 100.00% | 100.00% |