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% | 5.63 CHF | 5.64 CHF | 42,000 | 42,000 | 41,946 | 41,946 | 234,860 CHF | 235,279 CHF | 99.99% | 99.99% |
12/07/2024 | 0.18% | 5.60 CHF | 5.61 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 233,755 CHF | 234,175 CHF | 100.00% | 100.00% |
11/07/2024 | 0.18% | 5.50 CHF | 5.51 CHF | 42,000 | 42,000 | 41,975 | 41,975 | 234,442 CHF | 234,862 CHF | 99.98% | 99.98% |
10/07/2024 | 0.18% | 5.58 CHF | 5.59 CHF | 42,000 | 42,000 | 42,035 | 42,035 | 233,247 CHF | 233,668 CHF | 100.00% | 100.00% |
09/07/2024 | 0.18% | 5.49 CHF | 5.50 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 232,411 CHF | 232,831 CHF | 99.99% | 99.99% |
08/07/2024 | 0.18% | 5.59 CHF | 5.60 CHF | 42,000 | 42,000 | 41,336 | 41,336 | 233,273 CHF | 233,687 CHF | 99.99% | 99.99% |
05/07/2024 | 0.18% | 5.56 CHF | 5.57 CHF | 42,000 | 42,000 | 41,915 | 41,915 | 234,435 CHF | 234,854 CHF | 100.00% | 100.00% |
04/07/2024 | 0.18% | 5.58 CHF | 5.59 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 233,367 CHF | 233,787 CHF | 100.00% | 100.00% |
03/07/2024 | 0.18% | 5.46 CHF | 5.47 CHF | 43,000 | 43,000 | 42,823 | 42,823 | 233,725 CHF | 234,154 CHF | 100.00% | 100.00% |
02/07/2024 | 0.19% | 5.31 CHF | 5.32 CHF | 43,000 | 43,000 | 43,496 | 43,496 | 231,017 CHF | 231,452 CHF | 99.99% | 99.99% |