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% | 5.81 CHF | 5.82 CHF | 178,000 | 178,000 | 98,667 | 98,667 | 569,127 CHF | 570,115 CHF | 98.88% | 98.88% |
12/07/2024 | 0.18% | 5.67 CHF | 5.68 CHF | 180,000 | 180,000 | 100,727 | 100,727 | 561,871 CHF | 562,881 CHF | 99.99% | 99.99% |
11/07/2024 | 0.18% | 5.49 CHF | 5.50 CHF | 185,000 | 185,000 | 99,459 | 99,459 | 562,542 CHF | 563,543 CHF | 99.97% | 99.97% |
10/07/2024 | 0.18% | 5.65 CHF | 5.66 CHF | 180,000 | 180,000 | 100,104 | 100,104 | 562,805 CHF | 563,809 CHF | 99.89% | 99.89% |
09/07/2024 | 0.18% | 5.54 CHF | 5.55 CHF | 183,000 | 183,000 | 101,094 | 101,094 | 560,783 CHF | 561,796 CHF | 99.43% | 99.43% |
08/07/2024 | 0.19% | 5.48 CHF | 5.49 CHF | 185,000 | 185,000 | 102,230 | 102,230 | 560,378 CHF | 561,403 CHF | 100.00% | 100.00% |
05/07/2024 | 0.19% | 5.43 CHF | 5.44 CHF | 185,000 | 185,000 | 103,055 | 103,055 | 552,290 CHF | 553,322 CHF | 99.34% | 99.34% |
04/07/2024 | 0.19% | 5.31 CHF | 5.32 CHF | 94,000 | 94,000 | 83,884 | 83,884 | 446,285 CHF | 447,124 CHF | 99.49% | 99.49% |
03/07/2024 | 0.19% | 5.30 CHF | 5.31 CHF | 190,000 | 190,000 | 105,545 | 105,545 | 558,032 CHF | 559,089 CHF | 96.14% | 96.14% |
02/07/2024 | 0.20% | 5.30 CHF | 5.31 CHF | 190,000 | 190,000 | 105,804 | 105,804 | 549,179 CHF | 550,239 CHF | 100.00% | 100.00% |