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 | 0.42% | 5.61 CHF | 5.62 CHF | 40,000 | 40,000 | 17,959 | 17,959 | 100,176 CHF | 100,500 CHF | 99.26% | 99.26% |
12/07/2024 | 0.50% | 5.56 CHF | 5.57 CHF | 40,000 | 40,000 | 18,113 | 18,113 | 100,599 CHF | 100,971 CHF | 99.39% | 99.39% |
11/07/2024 | 0.51% | 5.55 CHF | 5.56 CHF | 41,000 | 41,000 | 18,007 | 18,007 | 100,325 CHF | 100,702 CHF | 99.76% | 99.76% |
10/07/2024 | 0.42% | 5.56 CHF | 5.57 CHF | 40,000 | 40,000 | 18,429 | 18,429 | 102,151 CHF | 102,489 CHF | 100.00% | 100.00% |
09/07/2024 | 0.43% | 5.52 CHF | 5.53 CHF | 41,000 | 41,000 | 18,856 | 18,856 | 102,506 CHF | 102,852 CHF | 100.00% | 100.00% |
08/07/2024 | 0.44% | 5.41 CHF | 5.42 CHF | 41,000 | 41,000 | 18,885 | 18,885 | 101,558 CHF | 101,905 CHF | 100.00% | 100.00% |
05/07/2024 | 0.43% | 5.36 CHF | 5.37 CHF | 42,000 | 42,000 | 18,860 | 18,860 | 102,141 CHF | 102,489 CHF | 99.63% | 99.63% |
04/07/2024 | 0.46% | 5.49 CHF | 5.51 CHF | 17,000 | 17,000 | 13,816 | 13,816 | 75,654 CHF | 75,988 CHF | 99.83% | 99.83% |
03/07/2024 | 0.42% | 5.47 CHF | 5.48 CHF | 41,000 | 41,000 | 18,948 | 18,948 | 103,705 CHF | 104,052 CHF | 99.31% | 99.31% |
02/07/2024 | 0.44% | 5.35 CHF | 5.36 CHF | 42,000 | 42,000 | 19,047 | 19,047 | 101,469 CHF | 101,818 CHF | 100.00% | 100.00% |