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 | 0.17% | 5.93 CHF | 5.94 CHF | 704,900 | 704,900 | 704,900 | 704,900 | 4,138,810 CHF | 4,145,860 CHF | 100.00% | 100.00% |
12/07/2024 | 0.18% | 5.80 CHF | 5.81 CHF | 717,600 | 717,600 | 717,600 | 717,600 | 4,075,060 CHF | 4,082,240 CHF | 100.00% | 100.00% |
11/07/2024 | 0.18% | 5.67 CHF | 5.68 CHF | 719,000 | 719,000 | 719,000 | 719,000 | 4,038,420 CHF | 4,045,610 CHF | 99.87% | 99.87% |
10/07/2024 | 0.18% | 5.43 CHF | 5.44 CHF | 742,200 | 742,200 | 742,200 | 742,200 | 4,008,710 CHF | 4,016,140 CHF | 100.00% | 100.00% |
09/07/2024 | 0.18% | 5.39 CHF | 5.40 CHF | 739,100 | 739,100 | 739,100 | 739,100 | 4,009,110 CHF | 4,016,500 CHF | 100.00% | 100.00% |
08/07/2024 | 0.18% | 5.51 CHF | 5.52 CHF | 736,400 | 736,400 | 736,400 | 736,400 | 4,022,420 CHF | 4,029,780 CHF | 98.15% | 98.15% |
05/07/2024 | 0.18% | 5.42 CHF | 5.43 CHF | 740,500 | 740,500 | 740,500 | 740,500 | 4,006,390 CHF | 4,013,800 CHF | 99.99% | 99.99% |
04/07/2024 | 0.18% | 5.44 CHF | 5.45 CHF | 370,300 | 370,300 | 659,583 | 659,583 | 3,605,490 CHF | 3,612,090 CHF | 100.00% | 100.00% |
03/07/2024 | 0.18% | 5.42 CHF | 5.43 CHF | 738,800 | 738,800 | 738,800 | 738,800 | 4,041,590 CHF | 4,048,970 CHF | 100.00% | 100.00% |
02/07/2024 | 0.19% | 5.37 CHF | 5.38 CHF | 747,600 | 747,600 | 747,600 | 747,600 | 3,976,930 CHF | 3,984,400 CHF | 100.00% | 100.00% |