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% | 5.64 CHF | 5.65 CHF | 178,000 | 178,000 | 98,654 | 98,654 | 551,751 CHF | 552,739 CHF | 98.86% | 98.86% |
12/07/2024 | 0.19% | 5.50 CHF | 5.51 CHF | 180,000 | 180,000 | 100,724 | 100,724 | 544,251 CHF | 545,260 CHF | 99.99% | 99.99% |
11/07/2024 | 0.19% | 5.32 CHF | 5.33 CHF | 185,000 | 185,000 | 99,453 | 99,453 | 544,973 CHF | 545,974 CHF | 99.98% | 99.98% |
10/07/2024 | 0.19% | 5.48 CHF | 5.49 CHF | 180,000 | 180,000 | 100,104 | 100,104 | 545,236 CHF | 546,241 CHF | 99.89% | 99.89% |
09/07/2024 | 0.19% | 5.37 CHF | 5.38 CHF | 183,000 | 183,000 | 101,094 | 101,094 | 543,063 CHF | 544,076 CHF | 99.43% | 99.43% |
08/07/2024 | 0.19% | 5.31 CHF | 5.32 CHF | 185,000 | 185,000 | 102,229 | 102,229 | 542,443 CHF | 543,468 CHF | 100.00% | 100.00% |
05/07/2024 | 0.20% | 5.26 CHF | 5.27 CHF | 185,000 | 185,000 | 103,061 | 103,061 | 534,302 CHF | 535,335 CHF | 99.35% | 99.35% |
04/07/2024 | 0.19% | 5.14 CHF | 5.15 CHF | 94,000 | 94,000 | 83,885 | 83,885 | 431,425 CHF | 432,264 CHF | 99.50% | 99.50% |
03/07/2024 | 0.20% | 5.13 CHF | 5.14 CHF | 190,000 | 190,000 | 104,683 | 104,683 | 535,162 CHF | 536,211 CHF | 99.36% | 99.36% |
02/07/2024 | 0.20% | 5.12 CHF | 5.13 CHF | 190,000 | 190,000 | 105,805 | 105,805 | 530,665 CHF | 531,725 CHF | 100.00% | 100.00% |