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 | 0.19% | 5.27 CHF | 5.28 CHF | 66,000 | 66,000 | 65,382 | 65,382 | 344,663 CHF | 345,318 CHF | 100.00% | 100.00% |
12/07/2024 | 0.19% | 5.36 CHF | 5.37 CHF | 65,000 | 65,000 | 64,391 | 64,391 | 347,093 CHF | 347,738 CHF | 100.00% | 100.00% |
11/07/2024 | 0.19% | 5.32 CHF | 5.33 CHF | 65,000 | 65,000 | 64,836 | 64,836 | 343,534 CHF | 344,183 CHF | 99.59% | 99.59% |
10/07/2024 | 0.19% | 5.31 CHF | 5.32 CHF | 65,000 | 65,000 | 65,354 | 65,354 | 342,070 CHF | 342,724 CHF | 100.00% | 100.00% |
09/07/2024 | 0.19% | 5.31 CHF | 5.32 CHF | 65,000 | 65,000 | 65,074 | 65,074 | 343,594 CHF | 344,245 CHF | 100.00% | 100.00% |
08/07/2024 | 0.19% | 5.34 CHF | 5.35 CHF | 65,000 | 65,000 | 64,389 | 64,389 | 342,263 CHF | 342,908 CHF | 100.00% | 100.00% |
05/07/2024 | 0.18% | 5.49 CHF | 5.50 CHF | 64,000 | 64,000 | 63,400 | 63,400 | 346,351 CHF | 346,986 CHF | 100.00% | 100.00% |
04/07/2024 | 0.19% | 5.47 CHF | 5.48 CHF | 64,000 | 64,000 | 63,444 | 63,444 | 344,150 CHF | 344,785 CHF | 100.00% | 100.00% |
03/07/2024 | 0.19% | 5.38 CHF | 5.39 CHF | 65,000 | 65,000 | 63,773 | 63,773 | 344,166 CHF | 344,805 CHF | 100.00% | 100.00% |
02/07/2024 | 0.18% | 5.44 CHF | 5.45 CHF | 64,000 | 64,000 | 62,794 | 62,794 | 344,546 CHF | 345,174 CHF | 99.92% | 99.92% |