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 | 0.38% | 5.16 CHF | 5.18 CHF | 18,800 | 18,800 | 18,310 | 18,310 | 95,764 CHF | 96,130 CHF | 99.99% | 99.99% |
12/07/2024 | 0.37% | 5.57 CHF | 5.59 CHF | 19,600 | 19,600 | 19,090 | 19,090 | 104,082 CHF | 104,464 CHF | 100.00% | 100.00% |
11/07/2024 | 0.37% | 5.15 CHF | 5.17 CHF | 19,000 | 19,000 | 18,505 | 18,505 | 99,454 CHF | 99,824 CHF | 99.98% | 99.98% |
10/07/2024 | 0.38% | 5.35 CHF | 5.37 CHF | 18,900 | 18,900 | 18,407 | 18,407 | 96,377 CHF | 96,745 CHF | 100.00% | 100.00% |
09/07/2024 | 0.36% | 5.39 CHF | 5.41 CHF | 19,100 | 19,100 | 18,602 | 18,602 | 101,793 CHF | 102,165 CHF | 100.00% | 100.00% |
08/07/2024 | 0.36% | 5.35 CHF | 5.37 CHF | 17,800 | 17,800 | 17,336 | 17,336 | 95,055 CHF | 95,401 CHF | 100.00% | 100.00% |
05/07/2024 | 0.34% | 5.75 CHF | 5.77 CHF | 17,000 | 17,000 | 16,556 | 16,556 | 96,158 CHF | 96,489 CHF | 99.81% | 99.81% |
04/07/2024 | 0.33% | 6.16 CHF | 6.18 CHF | 17,300 | 17,300 | 16,847 | 16,847 | 102,504 CHF | 102,841 CHF | 99.49% | 99.49% |
03/07/2024 | 0.35% | 6.07 CHF | 6.09 CHF | 19,000 | 19,000 | 18,502 | 18,502 | 106,778 CHF | 107,149 CHF | 99.35% | 99.35% |
02/07/2024 | 0.38% | 5.30 CHF | 5.32 CHF | 18,500 | 18,500 | 18,283 | 18,283 | 96,428 CHF | 96,794 CHF | 99.99% | 99.99% |