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 | 1.03% | 5.78 CHF | 5.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 144,578 CHF | 146,078 CHF | 99.39% | 99.39% |
12/07/2024 | 1.03% | 5.80 CHF | 5.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 145,053 CHF | 146,553 CHF | 99.08% | 99.08% |
11/07/2024 | 1.04% | 5.75 CHF | 5.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 144,171 CHF | 145,671 CHF | 98.58% | 98.58% |
10/07/2024 | 1.03% | 5.79 CHF | 5.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 145,461 CHF | 146,961 CHF | 95.48% | 95.48% |
09/07/2024 | 1.02% | 5.86 CHF | 5.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 146,594 CHF | 148,094 CHF | 99.04% | 99.04% |
08/07/2024 | 1.03% | 5.80 CHF | 5.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 145,425 CHF | 146,925 CHF | 99.22% | 99.22% |
05/07/2024 | 1.03% | 5.78 CHF | 5.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 145,238 CHF | 146,738 CHF | 99.39% | 99.39% |
04/07/2024 | 1.03% | 5.81 CHF | 5.87 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 144,561 CHF | 146,061 CHF | 99.38% | 99.38% |
03/07/2024 | 1.04% | 5.78 CHF | 5.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 144,007 CHF | 145,507 CHF | 98.65% | 98.65% |
02/07/2024 | 1.04% | 5.73 CHF | 5.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 143,825 CHF | 145,325 CHF | 99.05% | 99.05% |