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 | 0.37% | 5.36 CHF | 5.38 CHF | 21,000 | 21,000 | 20,929 | 20,929 | 112,237 CHF | 112,656 CHF | 98.92% | 98.92% |
12/07/2024 | 0.37% | 5.38 CHF | 5.40 CHF | 21,500 | 21,500 | 22,109 | 22,109 | 119,154 CHF | 119,596 CHF | 98.65% | 98.65% |
11/07/2024 | 0.37% | 5.40 CHF | 5.42 CHF | 22,500 | 22,500 | 22,584 | 22,584 | 122,014 CHF | 122,466 CHF | 98.72% | 98.72% |
10/07/2024 | 0.37% | 5.39 CHF | 5.41 CHF | 22,000 | 22,000 | 22,481 | 22,481 | 121,426 CHF | 121,876 CHF | 98.95% | 98.95% |
09/07/2024 | 0.37% | 5.41 CHF | 5.43 CHF | 23,000 | 23,000 | 22,376 | 22,376 | 120,994 CHF | 121,442 CHF | 90.42% | 100.00% |
08/07/2024 | 0.37% | 5.41 CHF | 5.43 CHF | 23,000 | 23,000 | 22,279 | 22,279 | 120,390 CHF | 120,836 CHF | 100.00% | 100.00% |
05/07/2024 | 0.37% | 5.40 CHF | 5.42 CHF | 22,500 | 22,500 | 22,713 | 22,713 | 122,906 CHF | 123,360 CHF | 100.00% | 100.00% |
04/07/2024 | 0.37% | 5.42 CHF | 5.44 CHF | 23,500 | 23,500 | 22,946 | 22,946 | 124,295 CHF | 124,755 CHF | 100.00% | 100.00% |
03/07/2024 | 0.37% | 5.41 CHF | 5.43 CHF | 23,000 | 23,000 | 22,055 | 22,055 | 119,076 CHF | 119,517 CHF | 98.70% | 98.70% |
02/07/2024 | 0.37% | 5.38 CHF | 5.40 CHF | 21,000 | 21,000 | 21,092 | 21,092 | 113,534 CHF | 113,957 CHF | 100.00% | 100.00% |