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 | 0.33% | 6.01 CHF | 6.03 CHF | 60,000 | 60,000 | 59,840 | 59,840 | 359,359 CHF | 360,556 CHF | 99.99% | 99.99% |
12/07/2024 | 0.34% | 5.97 CHF | 5.99 CHF | 60,000 | 60,000 | 60,246 | 60,246 | 356,107 CHF | 357,312 CHF | 100.00% | 100.00% |
11/07/2024 | 0.34% | 5.88 CHF | 5.90 CHF | 61,000 | 61,000 | 60,945 | 60,945 | 355,416 CHF | 356,636 CHF | 99.81% | 99.81% |
10/07/2024 | 0.35% | 5.74 CHF | 5.76 CHF | 62,000 | 62,000 | 62,000 | 62,000 | 354,214 CHF | 355,454 CHF | 99.99% | 99.99% |
09/07/2024 | 0.34% | 5.74 CHF | 5.76 CHF | 62,000 | 62,000 | 61,116 | 61,116 | 354,708 CHF | 355,930 CHF | 99.76% | 99.76% |
08/07/2024 | 0.34% | 5.80 CHF | 5.82 CHF | 61,000 | 61,000 | 61,125 | 61,125 | 353,830 CHF | 355,052 CHF | 100.00% | 100.00% |
05/07/2024 | 0.35% | 5.66 CHF | 5.68 CHF | 62,000 | 62,000 | 61,945 | 61,945 | 354,363 CHF | 355,602 CHF | 99.80% | 99.80% |
04/07/2024 | 0.35% | 5.71 CHF | 5.73 CHF | 62,000 | 62,000 | 61,997 | 61,997 | 352,814 CHF | 354,054 CHF | 100.00% | 100.00% |
03/07/2024 | 0.36% | 5.61 CHF | 5.63 CHF | 63,000 | 63,000 | 63,050 | 63,050 | 351,063 CHF | 352,324 CHF | 100.00% | 100.00% |
02/07/2024 | 0.37% | 5.49 CHF | 5.51 CHF | 64,000 | 64,000 | 63,999 | 63,999 | 348,603 CHF | 349,883 CHF | 100.00% | 100.00% |