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 | 0.56% | 5.15 CHF | 5.16 CHF | 35,000 | 35,000 | 14,172 | 14,172 | 71,640 CHF | 71,927 CHF | 98.47% | 98.47% |
12/07/2024 | 0.46% | 5.04 CHF | 5.05 CHF | 35,000 | 35,000 | 15,799 | 15,799 | 79,336 CHF | 79,624 CHF | 100.00% | 100.00% |
11/07/2024 | 0.47% | 5.03 CHF | 5.04 CHF | 35,000 | 35,000 | 15,778 | 15,778 | 78,854 CHF | 79,141 CHF | 99.99% | 99.99% |
10/07/2024 | 0.48% | 4.93 CHF | 4.94 CHF | 35,000 | 35,000 | 16,047 | 16,047 | 78,584 CHF | 78,876 CHF | 100.00% | 100.00% |
09/07/2024 | 0.49% | 4.79 CHF | 4.80 CHF | 36,000 | 36,000 | 16,248 | 16,248 | 77,225 CHF | 77,520 CHF | 100.00% | 100.00% |
08/07/2024 | 0.49% | 4.87 CHF | 4.88 CHF | 36,000 | 36,000 | 16,261 | 16,261 | 78,151 CHF | 78,446 CHF | 99.71% | 99.71% |
05/07/2024 | 0.48% | 4.70 CHF | 4.71 CHF | 36,000 | 36,000 | 16,188 | 16,188 | 77,335 CHF | 77,629 CHF | 99.62% | 99.62% |
04/07/2024 | 0.52% | 4.87 CHF | 4.89 CHF | 15,000 | 15,000 | 11,813 | 11,813 | 57,358 CHF | 57,642 CHF | 99.60% | 99.60% |
03/07/2024 | 0.48% | 4.83 CHF | 4.84 CHF | 36,000 | 36,000 | 16,247 | 16,247 | 78,234 CHF | 78,528 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 4.73 CHF | 4.74 CHF | 36,000 | 36,000 | 16,255 | 16,255 | 76,852 CHF | 77,147 CHF | 99.99% | 99.99% |