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% | 5.21 CHF | 5.23 CHF | 48,000 | 48,000 | 47,639 | 47,639 | 252,546 CHF | 253,499 CHF | 100.00% | 100.00% |
12/07/2024 | 0.37% | 5.33 CHF | 5.35 CHF | 47,400 | 47,400 | 47,340 | 47,340 | 253,760 CHF | 254,707 CHF | 100.00% | 100.00% |
11/07/2024 | 0.37% | 5.53 CHF | 5.55 CHF | 47,300 | 47,300 | 46,282 | 46,282 | 252,267 CHF | 253,193 CHF | 99.99% | 99.99% |
10/07/2024 | 0.36% | 5.45 CHF | 5.47 CHF | 45,600 | 45,600 | 45,181 | 45,181 | 252,033 CHF | 252,937 CHF | 100.00% | 100.00% |
09/07/2024 | 0.36% | 5.68 CHF | 5.70 CHF | 44,900 | 44,900 | 44,702 | 44,702 | 250,595 CHF | 251,489 CHF | 100.00% | 100.00% |
08/07/2024 | 0.35% | 5.60 CHF | 5.62 CHF | 44,600 | 44,600 | 45,261 | 45,261 | 256,337 CHF | 257,242 CHF | 100.00% | 100.00% |
05/07/2024 | 0.36% | 5.61 CHF | 5.63 CHF | 45,700 | 45,700 | 45,221 | 45,221 | 251,533 CHF | 252,437 CHF | 99.78% | 99.78% |
04/07/2024 | 0.36% | 5.54 CHF | 5.56 CHF | 44,900 | 44,900 | 44,900 | 44,900 | 250,265 CHF | 251,163 CHF | 100.00% | 100.00% |
03/07/2024 | 0.36% | 5.53 CHF | 5.55 CHF | 44,900 | 44,900 | 44,003 | 44,003 | 246,245 CHF | 247,126 CHF | 99.99% | 99.99% |
02/07/2024 | 0.34% | 5.73 CHF | 5.75 CHF | 43,400 | 43,400 | 43,220 | 43,220 | 250,577 CHF | 251,441 CHF | 100.00% | 100.00% |