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 | 0.57% | 5.39 CHF | 5.42 CHF | 26,000 | 26,000 | 25,243 | 25,243 | 132,264 CHF | 133,022 CHF | 99.96% | 99.96% |
12/07/2024 | 0.58% | 5.30 CHF | 5.33 CHF | 26,000 | 26,000 | 25,320 | 25,320 | 131,543 CHF | 132,303 CHF | 100.00% | 100.00% |
11/07/2024 | 0.58% | 5.03 CHF | 5.06 CHF | 25,000 | 25,000 | 25,133 | 25,133 | 129,698 CHF | 130,452 CHF | 100.00% | 100.00% |
10/07/2024 | 0.57% | 5.33 CHF | 5.36 CHF | 26,000 | 26,000 | 25,420 | 25,420 | 134,339 CHF | 135,102 CHF | 100.00% | 100.00% |
09/07/2024 | 0.58% | 5.26 CHF | 5.29 CHF | 25,000 | 25,000 | 24,966 | 24,966 | 129,054 CHF | 129,804 CHF | 99.99% | 99.99% |
08/07/2024 | 0.59% | 5.22 CHF | 5.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 127,058 CHF | 127,808 CHF | 100.00% | 100.00% |
05/07/2024 | 0.59% | 5.03 CHF | 5.06 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 125,866 CHF | 126,616 CHF | 99.82% | 99.82% |
04/07/2024 | 0.57% | 5.22 CHF | 5.25 CHF | 25,000 | 25,000 | 25,127 | 25,127 | 131,869 CHF | 132,623 CHF | 99.50% | 99.50% |
03/07/2024 | 0.54% | 5.52 CHF | 5.55 CHF | 26,000 | 26,000 | 26,000 | 26,000 | 143,312 CHF | 144,092 CHF | 100.00% | 100.00% |
02/07/2024 | 0.52% | 5.64 CHF | 5.67 CHF | 26,000 | 26,000 | 26,762 | 26,762 | 154,808 CHF | 155,611 CHF | 100.00% | 100.00% |