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 | 0.20% | 5.20 CHF | 5.21 CHF | 178,000 | 178,000 | 98,667 | 98,667 | 508,880 CHF | 509,869 CHF | 98.88% | 98.88% |
12/07/2024 | 0.21% | 5.06 CHF | 5.07 CHF | 180,000 | 180,000 | 100,727 | 100,727 | 500,384 CHF | 501,393 CHF | 99.99% | 99.99% |
11/07/2024 | 0.20% | 4.88 CHF | 4.89 CHF | 185,000 | 185,000 | 99,465 | 99,465 | 501,743 CHF | 502,744 CHF | 99.98% | 99.98% |
10/07/2024 | 0.20% | 5.04 CHF | 5.05 CHF | 180,000 | 180,000 | 100,105 | 100,105 | 501,440 CHF | 502,444 CHF | 99.89% | 99.89% |
09/07/2024 | 0.21% | 4.93 CHF | 4.94 CHF | 183,000 | 183,000 | 101,096 | 101,096 | 498,906 CHF | 499,919 CHF | 99.43% | 99.43% |
08/07/2024 | 0.21% | 4.87 CHF | 4.88 CHF | 185,000 | 185,000 | 102,228 | 102,228 | 497,893 CHF | 498,918 CHF | 100.00% | 100.00% |
05/07/2024 | 0.22% | 4.82 CHF | 4.83 CHF | 185,000 | 185,000 | 103,057 | 103,057 | 489,249 CHF | 490,282 CHF | 99.34% | 99.34% |
04/07/2024 | 0.21% | 4.70 CHF | 4.71 CHF | 94,000 | 94,000 | 83,884 | 83,884 | 394,760 CHF | 395,599 CHF | 99.49% | 99.49% |
03/07/2024 | 0.22% | 4.69 CHF | 4.70 CHF | 190,000 | 190,000 | 104,685 | 104,685 | 489,240 CHF | 490,289 CHF | 99.35% | 99.35% |
02/07/2024 | 0.22% | 4.68 CHF | 4.69 CHF | 190,000 | 190,000 | 105,805 | 105,805 | 484,132 CHF | 485,192 CHF | 100.00% | 100.00% |