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 | 0.18% | 5.69 CHF | 5.70 CHF | 66,000 | 66,000 | 65,382 | 65,382 | 372,107 CHF | 372,762 CHF | 100.00% | 100.00% |
12/07/2024 | 0.17% | 5.78 CHF | 5.79 CHF | 65,000 | 65,000 | 64,389 | 64,389 | 374,125 CHF | 374,770 CHF | 100.00% | 100.00% |
11/07/2024 | 0.18% | 5.74 CHF | 5.75 CHF | 65,000 | 65,000 | 64,840 | 64,840 | 370,831 CHF | 371,480 CHF | 99.90% | 99.90% |
10/07/2024 | 0.18% | 5.73 CHF | 5.74 CHF | 65,000 | 65,000 | 65,355 | 65,355 | 369,603 CHF | 370,258 CHF | 100.00% | 100.00% |
09/07/2024 | 0.18% | 5.73 CHF | 5.74 CHF | 65,000 | 65,000 | 65,161 | 65,161 | 371,503 CHF | 372,156 CHF | 100.00% | 100.00% |
08/07/2024 | 0.18% | 5.76 CHF | 5.77 CHF | 65,000 | 65,000 | 64,389 | 64,389 | 369,319 CHF | 369,964 CHF | 100.00% | 100.00% |
05/07/2024 | 0.17% | 5.92 CHF | 5.93 CHF | 64,000 | 64,000 | 63,399 | 63,399 | 373,042 CHF | 373,677 CHF | 99.87% | 99.87% |
04/07/2024 | 0.17% | 5.89 CHF | 5.90 CHF | 64,000 | 64,000 | 63,458 | 63,458 | 371,012 CHF | 371,648 CHF | 100.00% | 100.00% |
03/07/2024 | 0.17% | 5.80 CHF | 5.81 CHF | 65,000 | 65,000 | 63,763 | 63,763 | 371,062 CHF | 371,700 CHF | 100.00% | 100.00% |
02/07/2024 | 0.17% | 5.86 CHF | 5.87 CHF | 64,000 | 64,000 | 62,798 | 62,798 | 371,176 CHF | 371,805 CHF | 99.72% | 99.72% |