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% | 5.16 CHF | 5.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 128,703 CHF | 128,953 CHF | 100.00% | 100.00% |
12/07/2024 | 0.19% | 5.15 CHF | 5.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 130,337 CHF | 130,587 CHF | 99.68% | 99.68% |
11/07/2024 | 0.19% | 5.23 CHF | 5.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 131,042 CHF | 131,292 CHF | 86.34% | 86.34% |
10/07/2024 | 0.19% | 5.19 CHF | 5.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 129,107 CHF | 129,357 CHF | 96.11% | 96.11% |
09/07/2024 | 0.20% | 5.27 CHF | 5.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 126,910 CHF | 127,160 CHF | 99.67% | 99.67% |
08/07/2024 | 0.21% | 4.88 CHF | 4.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 120,957 CHF | 121,207 CHF | 99.85% | 99.85% |
05/07/2024 | 0.21% | 4.83 CHF | 4.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 118,858 CHF | 119,108 CHF | 100.00% | 100.00% |
04/07/2024 | 0.20% | 4.90 CHF | 4.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 122,992 CHF | 123,242 CHF | 100.00% | 100.00% |
03/07/2024 | 0.20% | 4.89 CHF | 4.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 124,293 CHF | 124,543 CHF | 99.25% | 99.25% |
02/07/2024 | 0.19% | 5.30 CHF | 5.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 134,507 CHF | 134,757 CHF | 99.68% | 99.68% |