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 | 0.38% | 5.32 CHF | 5.34 CHF | 60,000 | 60,000 | 59,840 | 59,840 | 318,012 CHF | 319,209 CHF | 99.99% | 99.99% |
12/07/2024 | 0.38% | 5.28 CHF | 5.30 CHF | 60,000 | 60,000 | 60,246 | 60,246 | 314,481 CHF | 315,686 CHF | 100.00% | 100.00% |
11/07/2024 | 0.39% | 5.19 CHF | 5.21 CHF | 61,000 | 61,000 | 60,944 | 60,944 | 313,358 CHF | 314,578 CHF | 99.82% | 99.82% |
10/07/2024 | 0.40% | 5.05 CHF | 5.07 CHF | 62,000 | 62,000 | 62,000 | 62,000 | 311,434 CHF | 312,674 CHF | 99.99% | 99.99% |
09/07/2024 | 0.39% | 5.05 CHF | 5.07 CHF | 62,000 | 62,000 | 61,122 | 61,122 | 312,570 CHF | 313,792 CHF | 99.73% | 99.73% |
08/07/2024 | 0.39% | 5.11 CHF | 5.13 CHF | 61,000 | 61,000 | 61,125 | 61,125 | 311,653 CHF | 312,876 CHF | 100.00% | 100.00% |
05/07/2024 | 0.40% | 4.97 CHF | 4.99 CHF | 62,000 | 62,000 | 61,945 | 61,945 | 311,620 CHF | 312,859 CHF | 99.81% | 99.81% |
04/07/2024 | 0.40% | 5.02 CHF | 5.04 CHF | 62,000 | 62,000 | 61,997 | 61,997 | 310,084 CHF | 311,324 CHF | 100.00% | 100.00% |
03/07/2024 | 0.41% | 4.92 CHF | 4.94 CHF | 63,000 | 63,000 | 63,050 | 63,050 | 307,618 CHF | 308,879 CHF | 100.00% | 100.00% |
02/07/2024 | 0.42% | 4.80 CHF | 4.82 CHF | 64,000 | 64,000 | 63,999 | 63,999 | 304,444 CHF | 305,724 CHF | 100.00% | 100.00% |