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 | 1.61% | 5.84 CHF | 5.89 CHF | 30,000 | 30,000 | 14,358 | 11,230 | 80,404 CHF | 64,129 CHF | 99.33% | 99.33% |
12/07/2024 | 1.59% | 5.59 CHF | 5.64 CHF | 30,000 | 30,000 | 14,344 | 11,213 | 79,869 CHF | 63,253 CHF | 99.65% | 99.65% |
11/07/2024 | 1.39% | 5.76 CHF | 5.81 CHF | 30,000 | 30,000 | 14,346 | 11,216 | 89,392 CHF | 70,145 CHF | 99.12% | 99.12% |
10/07/2024 | 1.42% | 6.31 CHF | 6.36 CHF | 30,000 | 30,000 | 14,347 | 11,217 | 90,133 CHF | 71,424 CHF | 99.58% | 99.58% |
09/07/2024 | 1.42% | 6.31 CHF | 6.36 CHF | 30,000 | 30,000 | 14,344 | 11,213 | 89,996 CHF | 71,393 CHF | 99.65% | 99.65% |
08/07/2024 | 1.41% | 6.22 CHF | 6.27 CHF | 30,000 | 30,000 | 14,323 | 11,187 | 88,720 CHF | 69,800 CHF | 99.52% | 99.52% |
05/07/2024 | 1.52% | 6.33 CHF | 6.38 CHF | 30,000 | 30,000 | 14,401 | 11,282 | 86,116 CHF | 68,914 CHF | 98.33% | 98.33% |
04/07/2024 | 1.74% | 5.75 CHF | 5.85 CHF | 10,000 | 6,000 | 10,000 | 6,000 | 57,065 CHF | 34,839 CHF | 99.17% | 99.17% |
03/07/2024 | 1.57% | 5.68 CHF | 5.73 CHF | 30,000 | 30,000 | 14,343 | 11,212 | 80,316 CHF | 63,463 CHF | 99.65% | 99.65% |
02/07/2024 | 1.69% | 5.41 CHF | 5.46 CHF | 30,000 | 30,000 | 14,340 | 11,208 | 75,418 CHF | 59,843 CHF | 99.62% | 99.62% |