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 | 0.48% | 5.88 CHF | 5.91 CHF | 20,700 | 20,700 | 20,528 | 20,528 | 128,713 CHF | 129,329 CHF | 100.00% | 100.00% |
12/07/2024 | 0.48% | 6.44 CHF | 6.47 CHF | 21,500 | 21,500 | 21,744 | 21,744 | 136,147 CHF | 136,799 CHF | 99.99% | 99.99% |
11/07/2024 | 0.50% | 6.09 CHF | 6.12 CHF | 22,200 | 22,200 | 22,215 | 22,215 | 133,075 CHF | 133,742 CHF | 99.80% | 99.80% |
10/07/2024 | 0.52% | 5.92 CHF | 5.95 CHF | 23,100 | 23,100 | 23,397 | 23,397 | 135,827 CHF | 136,528 CHF | 100.00% | 100.00% |
09/07/2024 | 0.51% | 5.77 CHF | 5.80 CHF | 23,000 | 23,000 | 22,795 | 22,795 | 134,994 CHF | 135,678 CHF | 99.74% | 99.74% |
08/07/2024 | 0.51% | 5.78 CHF | 5.81 CHF | 23,300 | 23,300 | 23,221 | 23,221 | 135,341 CHF | 136,037 CHF | 99.99% | 99.99% |
05/07/2024 | 0.51% | 5.68 CHF | 5.71 CHF | 22,800 | 22,800 | 22,767 | 22,767 | 132,884 CHF | 133,567 CHF | 99.81% | 99.81% |
04/07/2024 | 0.51% | 5.89 CHF | 5.92 CHF | 23,300 | 23,300 | 23,212 | 23,212 | 136,250 CHF | 136,947 CHF | 100.00% | 100.00% |
03/07/2024 | 0.53% | 5.80 CHF | 5.83 CHF | 23,400 | 23,400 | 23,400 | 23,400 | 133,272 CHF | 133,974 CHF | 100.00% | 100.00% |
02/07/2024 | 0.55% | 5.70 CHF | 5.73 CHF | 24,200 | 24,200 | 24,381 | 24,381 | 133,426 CHF | 134,157 CHF | 100.00% | 100.00% |