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% | 5.35 CHF | 5.36 CHF | 178,000 | 178,000 | 98,680 | 98,680 | 524,040 CHF | 525,029 CHF | 98.78% | 98.78% |
12/07/2024 | 0.20% | 5.22 CHF | 5.23 CHF | 180,000 | 180,000 | 100,725 | 100,725 | 515,825 CHF | 516,834 CHF | 99.99% | 99.99% |
11/07/2024 | 0.20% | 5.04 CHF | 5.05 CHF | 185,000 | 185,000 | 99,473 | 99,473 | 517,064 CHF | 518,066 CHF | 99.99% | 99.99% |
10/07/2024 | 0.20% | 5.20 CHF | 5.21 CHF | 180,000 | 180,000 | 100,104 | 100,104 | 516,881 CHF | 517,885 CHF | 99.89% | 99.89% |
09/07/2024 | 0.20% | 5.09 CHF | 5.10 CHF | 183,000 | 183,000 | 101,095 | 101,095 | 514,403 CHF | 515,416 CHF | 99.43% | 99.43% |
08/07/2024 | 0.20% | 5.02 CHF | 5.03 CHF | 185,000 | 185,000 | 102,223 | 102,223 | 513,524 CHF | 514,548 CHF | 99.99% | 99.99% |
05/07/2024 | 0.21% | 4.97 CHF | 4.98 CHF | 185,000 | 185,000 | 102,822 | 102,822 | 503,901 CHF | 504,931 CHF | 98.16% | 98.16% |
04/07/2024 | 0.21% | 4.85 CHF | 4.86 CHF | 94,000 | 94,000 | 83,824 | 83,824 | 407,440 CHF | 408,278 CHF | 98.94% | 98.94% |
03/07/2024 | 0.21% | 4.84 CHF | 4.85 CHF | 190,000 | 190,000 | 102,641 | 102,641 | 495,470 CHF | 496,498 CHF | 96.28% | 96.28% |
02/07/2024 | 0.22% | 4.84 CHF | 4.85 CHF | 190,000 | 190,000 | 105,805 | 105,805 | 500,451 CHF | 501,511 CHF | 100.00% | 100.00% |