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% | 5.25 CHF | 5.26 CHF | 72,000 | 72,000 | 72,000 | 72,000 | 379,725 CHF | 380,445 CHF | 100.00% | 100.00% |
12/07/2024 | 0.19% | 5.26 CHF | 5.27 CHF | 72,000 | 72,000 | 72,000 | 72,000 | 378,175 CHF | 378,895 CHF | 100.00% | 100.00% |
11/07/2024 | 0.19% | 5.21 CHF | 5.22 CHF | 72,000 | 72,000 | 71,933 | 71,933 | 374,216 CHF | 374,936 CHF | 99.99% | 99.99% |
10/07/2024 | 0.20% | 5.14 CHF | 5.15 CHF | 72,000 | 72,000 | 72,000 | 72,000 | 366,869 CHF | 367,589 CHF | 100.00% | 100.00% |
09/07/2024 | 0.20% | 5.04 CHF | 5.05 CHF | 72,000 | 72,000 | 72,375 | 72,375 | 364,359 CHF | 365,084 CHF | 100.00% | 100.00% |
08/07/2024 | 0.20% | 5.10 CHF | 5.11 CHF | 72,000 | 72,000 | 72,056 | 72,056 | 367,967 CHF | 368,687 CHF | 99.99% | 99.99% |
05/07/2024 | 0.20% | 5.08 CHF | 5.09 CHF | 72,000 | 72,000 | 72,000 | 72,000 | 366,836 CHF | 367,556 CHF | 99.99% | 99.99% |
04/07/2024 | 0.19% | 5.12 CHF | 5.13 CHF | 72,000 | 72,000 | 72,000 | 72,000 | 369,452 CHF | 370,172 CHF | 100.00% | 100.00% |
03/07/2024 | 0.20% | 5.11 CHF | 5.12 CHF | 72,000 | 72,000 | 72,247 | 72,247 | 365,621 CHF | 366,343 CHF | 100.00% | 100.00% |
02/07/2024 | 0.20% | 4.99 CHF | 5.00 CHF | 76,000 | 76,000 | 76,000 | 76,000 | 375,467 CHF | 376,227 CHF | 99.99% | 99.99% |