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 | 0.20% | 5.05 CHF | 5.06 CHF | 37,000 | 37,000 | 35,418 | 35,418 | 179,181 CHF | 179,535 CHF | 100.00% | 100.00% |
12/07/2024 | 0.19% | 5.16 CHF | 5.17 CHF | 36,000 | 36,000 | 35,063 | 35,063 | 180,286 CHF | 180,636 CHF | 100.00% | 100.00% |
11/07/2024 | 0.20% | 5.10 CHF | 5.11 CHF | 36,000 | 36,000 | 35,038 | 35,038 | 179,403 CHF | 179,754 CHF | 100.00% | 100.00% |
10/07/2024 | 0.20% | 5.12 CHF | 5.13 CHF | 36,000 | 36,000 | 35,362 | 35,362 | 179,353 CHF | 179,707 CHF | 100.00% | 100.00% |
09/07/2024 | 0.20% | 5.04 CHF | 5.05 CHF | 37,000 | 37,000 | 35,309 | 35,309 | 179,891 CHF | 180,244 CHF | 100.00% | 100.00% |
08/07/2024 | 0.20% | 5.10 CHF | 5.11 CHF | 36,000 | 36,000 | 35,064 | 35,064 | 179,103 CHF | 179,454 CHF | 100.00% | 100.00% |
05/07/2024 | 0.19% | 5.13 CHF | 5.14 CHF | 36,000 | 36,000 | 35,060 | 35,060 | 180,769 CHF | 181,119 CHF | 99.81% | 99.81% |
04/07/2024 | 0.20% | 5.11 CHF | 5.12 CHF | 36,000 | 36,000 | 35,059 | 35,059 | 179,046 CHF | 179,396 CHF | 99.49% | 99.49% |
03/07/2024 | 0.20% | 5.09 CHF | 5.10 CHF | 36,000 | 36,000 | 35,818 | 35,818 | 180,869 CHF | 181,228 CHF | 99.35% | 99.35% |
02/07/2024 | 0.21% | 4.92 CHF | 4.93 CHF | 37,000 | 37,000 | 36,969 | 36,969 | 179,345 CHF | 179,715 CHF | 99.98% | 99.98% |