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 | 0.19% | 5.42 CHF | 5.43 CHF | 178,000 | 178,000 | 98,669 | 98,669 | 530,379 CHF | 531,367 CHF | 98.87% | 98.87% |
12/07/2024 | 0.20% | 5.28 CHF | 5.29 CHF | 180,000 | 180,000 | 100,720 | 100,720 | 522,263 CHF | 523,272 CHF | 99.98% | 99.98% |
11/07/2024 | 0.20% | 5.10 CHF | 5.11 CHF | 185,000 | 185,000 | 99,465 | 99,465 | 523,376 CHF | 524,378 CHF | 99.99% | 99.99% |
10/07/2024 | 0.20% | 5.26 CHF | 5.27 CHF | 180,000 | 180,000 | 100,105 | 100,105 | 523,347 CHF | 524,351 CHF | 99.89% | 99.89% |
09/07/2024 | 0.20% | 5.15 CHF | 5.16 CHF | 183,000 | 183,000 | 101,094 | 101,094 | 520,989 CHF | 522,002 CHF | 99.43% | 99.43% |
08/07/2024 | 0.20% | 5.09 CHF | 5.10 CHF | 185,000 | 185,000 | 102,230 | 102,230 | 520,190 CHF | 521,215 CHF | 100.00% | 100.00% |
05/07/2024 | 0.21% | 5.04 CHF | 5.05 CHF | 185,000 | 185,000 | 103,057 | 103,057 | 511,765 CHF | 512,798 CHF | 99.34% | 99.34% |
04/07/2024 | 0.20% | 4.92 CHF | 4.93 CHF | 94,000 | 94,000 | 83,884 | 83,884 | 413,035 CHF | 413,874 CHF | 99.49% | 99.49% |
03/07/2024 | 0.21% | 4.91 CHF | 4.92 CHF | 190,000 | 190,000 | 104,686 | 104,686 | 512,174 CHF | 513,223 CHF | 99.35% | 99.35% |
02/07/2024 | 0.21% | 4.90 CHF | 4.91 CHF | 190,000 | 190,000 | 105,805 | 105,805 | 507,363 CHF | 508,423 CHF | 100.00% | 100.00% |