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% | 5.44 CHF | 5.45 CHF | 365,200 | 365,200 | 366,522 | 366,522 | 1,981,620 CHF | 1,985,280 CHF | 100.00% | 100.00% |
12/07/2024 | 0.19% | 5.40 CHF | 5.41 CHF | 367,500 | 367,500 | 370,021 | 370,021 | 1,986,060 CHF | 1,989,760 CHF | 99.85% | 99.85% |
11/07/2024 | 0.19% | 5.34 CHF | 5.35 CHF | 371,700 | 371,700 | 373,460 | 373,460 | 1,984,940 CHF | 1,988,670 CHF | 71.50% | 71.50% |
10/07/2024 | 0.19% | 5.24 CHF | 5.25 CHF | 375,800 | 375,800 | 376,694 | 376,694 | 1,966,960 CHF | 1,970,730 CHF | 99.38% | 99.38% |
09/07/2024 | 0.19% | 5.18 CHF | 5.19 CHF | 377,400 | 377,400 | 375,544 | 375,544 | 1,959,370 CHF | 1,963,130 CHF | 100.00% | 100.00% |
08/07/2024 | 0.19% | 5.24 CHF | 5.25 CHF | 375,100 | 375,100 | 375,819 | 375,819 | 1,972,030 CHF | 1,975,790 CHF | 99.99% | 99.99% |
05/07/2024 | 0.19% | 5.23 CHF | 5.24 CHF | 376,400 | 376,400 | 378,080 | 378,080 | 1,980,210 CHF | 1,984,000 CHF | 99.99% | 99.99% |
04/07/2024 | 0.19% | 5.22 CHF | 5.23 CHF | 379,300 | 379,300 | 382,593 | 382,593 | 1,984,990 CHF | 1,988,820 CHF | 100.00% | 100.00% |
03/07/2024 | 0.19% | 5.21 CHF | 5.22 CHF | 384,800 | 384,800 | 387,670 | 387,670 | 1,989,580 CHF | 1,993,460 CHF | 100.00% | 100.00% |
02/07/2024 | 0.20% | 5.07 CHF | 5.08 CHF | 389,600 | 389,600 | 387,386 | 387,386 | 1,949,140 CHF | 1,953,010 CHF | 99.94% | 99.94% |