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 | 0.55% | 5.27 CHF | 5.28 CHF | 35,000 | 35,000 | 14,213 | 14,213 | 73,601 CHF | 73,888 CHF | 97.47% | 97.47% |
12/07/2024 | 0.45% | 5.16 CHF | 5.17 CHF | 35,000 | 35,000 | 15,890 | 15,890 | 81,733 CHF | 82,021 CHF | 98.58% | 98.58% |
11/07/2024 | 0.46% | 5.15 CHF | 5.16 CHF | 35,000 | 35,000 | 15,776 | 15,776 | 80,776 CHF | 81,063 CHF | 99.98% | 99.98% |
10/07/2024 | 0.46% | 5.05 CHF | 5.06 CHF | 35,000 | 35,000 | 16,055 | 16,055 | 80,589 CHF | 80,881 CHF | 100.00% | 100.00% |
09/07/2024 | 0.48% | 4.91 CHF | 4.92 CHF | 36,000 | 36,000 | 16,265 | 16,265 | 79,266 CHF | 79,561 CHF | 99.80% | 99.80% |
08/07/2024 | 0.48% | 5.00 CHF | 5.01 CHF | 36,000 | 36,000 | 16,261 | 16,261 | 80,121 CHF | 80,415 CHF | 99.69% | 99.69% |
05/07/2024 | 0.47% | 4.82 CHF | 4.83 CHF | 36,000 | 36,000 | 16,188 | 16,188 | 79,288 CHF | 79,583 CHF | 99.62% | 99.62% |
04/07/2024 | 0.51% | 4.99 CHF | 5.01 CHF | 15,000 | 15,000 | 11,779 | 11,779 | 58,613 CHF | 58,897 CHF | 96.85% | 96.85% |
03/07/2024 | 0.47% | 4.95 CHF | 4.96 CHF | 36,000 | 36,000 | 16,219 | 16,219 | 80,063 CHF | 80,358 CHF | 99.78% | 99.78% |
02/07/2024 | 0.48% | 4.85 CHF | 4.86 CHF | 36,000 | 36,000 | 16,282 | 16,282 | 78,948 CHF | 79,242 CHF | 99.62% | 99.62% |