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 | 0.18% | 5.86 CHF | 5.87 CHF | 178,000 | 178,000 | 98,653 | 98,653 | 573,492 CHF | 574,480 CHF | 98.86% | 98.86% |
12/07/2024 | 0.18% | 5.72 CHF | 5.73 CHF | 180,000 | 180,000 | 100,725 | 100,725 | 566,500 CHF | 567,509 CHF | 99.99% | 99.99% |
11/07/2024 | 0.18% | 5.54 CHF | 5.55 CHF | 185,000 | 185,000 | 99,450 | 99,450 | 566,908 CHF | 567,909 CHF | 99.98% | 99.98% |
10/07/2024 | 0.18% | 5.70 CHF | 5.71 CHF | 180,000 | 180,000 | 100,105 | 100,105 | 567,357 CHF | 568,362 CHF | 99.89% | 99.89% |
09/07/2024 | 0.18% | 5.59 CHF | 5.60 CHF | 183,000 | 183,000 | 101,094 | 101,094 | 565,425 CHF | 566,437 CHF | 99.43% | 99.43% |
08/07/2024 | 0.18% | 5.53 CHF | 5.54 CHF | 185,000 | 185,000 | 102,229 | 102,229 | 565,017 CHF | 566,042 CHF | 100.00% | 100.00% |
05/07/2024 | 0.19% | 5.48 CHF | 5.49 CHF | 185,000 | 185,000 | 103,057 | 103,057 | 557,068 CHF | 558,101 CHF | 99.34% | 99.34% |
04/07/2024 | 0.19% | 5.36 CHF | 5.37 CHF | 94,000 | 94,000 | 83,884 | 83,884 | 450,020 CHF | 450,859 CHF | 99.49% | 99.49% |
03/07/2024 | 0.19% | 5.35 CHF | 5.36 CHF | 190,000 | 190,000 | 104,685 | 104,685 | 558,360 CHF | 559,409 CHF | 99.35% | 99.35% |
02/07/2024 | 0.20% | 5.34 CHF | 5.35 CHF | 190,000 | 190,000 | 105,798 | 105,798 | 554,125 CHF | 555,185 CHF | 99.99% | 99.99% |