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 | 0.44% | 5.36 CHF | 5.37 CHF | 40,000 | 40,000 | 17,959 | 17,959 | 95,760 CHF | 96,085 CHF | 99.26% | 99.26% |
12/07/2024 | 0.52% | 5.31 CHF | 5.32 CHF | 40,000 | 40,000 | 18,118 | 18,118 | 96,179 CHF | 96,551 CHF | 99.40% | 99.40% |
11/07/2024 | 0.53% | 5.30 CHF | 5.31 CHF | 41,000 | 41,000 | 18,006 | 18,006 | 95,896 CHF | 96,273 CHF | 99.75% | 99.75% |
10/07/2024 | 0.44% | 5.31 CHF | 5.32 CHF | 40,000 | 40,000 | 18,429 | 18,429 | 97,617 CHF | 97,955 CHF | 100.00% | 100.00% |
09/07/2024 | 0.45% | 5.28 CHF | 5.29 CHF | 41,000 | 41,000 | 18,856 | 18,856 | 97,829 CHF | 98,175 CHF | 100.00% | 100.00% |
08/07/2024 | 0.46% | 5.17 CHF | 5.18 CHF | 41,000 | 41,000 | 18,885 | 18,885 | 96,910 CHF | 97,257 CHF | 100.00% | 100.00% |
05/07/2024 | 0.45% | 5.12 CHF | 5.13 CHF | 42,000 | 42,000 | 18,861 | 18,861 | 97,518 CHF | 97,865 CHF | 99.63% | 99.63% |
04/07/2024 | 0.48% | 5.24 CHF | 5.26 CHF | 17,000 | 17,000 | 13,815 | 13,815 | 72,248 CHF | 72,583 CHF | 99.83% | 99.83% |
03/07/2024 | 0.44% | 5.22 CHF | 5.23 CHF | 41,000 | 41,000 | 18,948 | 18,948 | 99,035 CHF | 99,382 CHF | 99.31% | 99.31% |
02/07/2024 | 0.46% | 5.10 CHF | 5.11 CHF | 42,000 | 42,000 | 19,045 | 19,045 | 96,797 CHF | 97,146 CHF | 99.99% | 99.99% |