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 | 0.37% | 5.32 CHF | 5.34 CHF | 19,000 | 19,000 | 19,000 | 19,000 | 101,785 CHF | 102,165 CHF | 100.00% | 100.00% |
12/07/2024 | 0.37% | 5.42 CHF | 5.44 CHF | 19,000 | 19,000 | 19,000 | 19,000 | 102,834 CHF | 103,214 CHF | 100.00% | 100.00% |
11/07/2024 | 0.37% | 5.42 CHF | 5.44 CHF | 19,000 | 19,000 | 18,983 | 18,983 | 103,414 CHF | 103,794 CHF | 100.00% | 100.00% |
10/07/2024 | 0.37% | 5.40 CHF | 5.42 CHF | 19,000 | 19,000 | 19,000 | 19,000 | 102,602 CHF | 102,982 CHF | 100.00% | 100.00% |
09/07/2024 | 0.37% | 5.36 CHF | 5.38 CHF | 19,000 | 19,000 | 18,978 | 18,978 | 103,439 CHF | 103,819 CHF | 100.00% | 100.00% |
08/07/2024 | 0.36% | 5.49 CHF | 5.51 CHF | 19,000 | 19,000 | 19,000 | 19,000 | 104,403 CHF | 104,783 CHF | 100.00% | 100.00% |
05/07/2024 | 0.37% | 5.40 CHF | 5.42 CHF | 19,000 | 19,000 | 19,000 | 19,000 | 101,775 CHF | 102,155 CHF | 100.00% | 100.00% |
04/07/2024 | 0.38% | 5.25 CHF | 5.27 CHF | 19,000 | 19,000 | 19,000 | 19,000 | 100,502 CHF | 100,882 CHF | 100.00% | 100.00% |
03/07/2024 | 0.38% | 5.27 CHF | 5.29 CHF | 19,000 | 19,000 | 19,010 | 19,010 | 100,098 CHF | 100,478 CHF | 100.00% | 100.00% |
02/07/2024 | 0.38% | 5.28 CHF | 5.30 CHF | 19,000 | 19,000 | 19,452 | 19,452 | 101,863 CHF | 102,252 CHF | 100.00% | 100.00% |