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% | 5.35 CHF | 5.36 CHF | 72,000 | 72,000 | 72,000 | 72,000 | 386,600 CHF | 387,320 CHF | 100.00% | 100.00% |
12/07/2024 | 0.19% | 5.36 CHF | 5.37 CHF | 72,000 | 72,000 | 72,000 | 72,000 | 385,004 CHF | 385,724 CHF | 100.00% | 100.00% |
11/07/2024 | 0.19% | 5.31 CHF | 5.32 CHF | 72,000 | 72,000 | 71,933 | 71,933 | 381,084 CHF | 381,804 CHF | 99.99% | 99.99% |
10/07/2024 | 0.19% | 5.24 CHF | 5.25 CHF | 72,000 | 72,000 | 72,000 | 72,000 | 374,046 CHF | 374,766 CHF | 100.00% | 100.00% |
09/07/2024 | 0.20% | 5.14 CHF | 5.15 CHF | 72,000 | 72,000 | 72,375 | 72,375 | 371,587 CHF | 372,312 CHF | 100.00% | 100.00% |
08/07/2024 | 0.19% | 5.20 CHF | 5.21 CHF | 72,000 | 72,000 | 72,055 | 72,055 | 375,115 CHF | 375,835 CHF | 99.99% | 99.99% |
05/07/2024 | 0.19% | 5.17 CHF | 5.18 CHF | 72,000 | 72,000 | 72,000 | 72,000 | 373,846 CHF | 374,566 CHF | 100.00% | 100.00% |
04/07/2024 | 0.19% | 5.22 CHF | 5.23 CHF | 72,000 | 72,000 | 72,000 | 72,000 | 376,415 CHF | 377,135 CHF | 100.00% | 100.00% |
03/07/2024 | 0.19% | 5.21 CHF | 5.22 CHF | 72,000 | 72,000 | 72,247 | 72,247 | 372,616 CHF | 373,339 CHF | 100.00% | 100.00% |
02/07/2024 | 0.20% | 5.09 CHF | 5.10 CHF | 76,000 | 76,000 | 76,000 | 76,000 | 382,901 CHF | 383,661 CHF | 100.00% | 100.00% |