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 | 0.19% | 5.55 CHF | 5.56 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 533,554 CHF | 534,546 CHF | 99.96% | 99.96% |
12/07/2024 | 0.19% | 5.37 CHF | 5.38 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 525,647 CHF | 526,639 CHF | 100.00% | 100.00% |
11/07/2024 | 0.19% | 5.43 CHF | 5.44 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 515,216 CHF | 516,207 CHF | 99.85% | 99.85% |
10/07/2024 | 0.20% | 5.10 CHF | 5.11 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 503,459 CHF | 504,451 CHF | 100.00% | 100.00% |
09/07/2024 | 0.20% | 4.88 CHF | 4.89 CHF | 100,000 | 100,000 | 99,058 | 99,058 | 490,930 CHF | 491,922 CHF | 99.75% | 99.75% |
08/07/2024 | 0.20% | 5.06 CHF | 5.07 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 501,990 CHF | 502,981 CHF | 100.00% | 100.00% |
05/07/2024 | 0.20% | 5.16 CHF | 5.17 CHF | 100,000 | 100,000 | 99,116 | 99,116 | 500,049 CHF | 501,041 CHF | 99.58% | 99.58% |
04/07/2024 | 0.20% | 4.97 CHF | 4.98 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 491,341 CHF | 492,332 CHF | 100.00% | 100.00% |
03/07/2024 | 0.21% | 5.01 CHF | 5.02 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 485,038 CHF | 486,029 CHF | 100.00% | 100.00% |
02/07/2024 | 0.21% | 4.73 CHF | 4.74 CHF | 100,000 | 100,000 | 99,065 | 99,062 | 466,187 CHF | 467,163 CHF | 99.82% | 99.82% |