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% | 5.52 CHF | 5.53 CHF | 122,000 | 122,000 | 53,640 | 53,640 | 295,508 CHF | 296,045 CHF | 99.97% | 99.97% |
12/07/2024 | 0.19% | 5.66 CHF | 5.67 CHF | 120,000 | 120,000 | 53,620 | 53,620 | 294,419 CHF | 294,956 CHF | 100.00% | 100.00% |
11/07/2024 | 0.19% | 5.48 CHF | 5.49 CHF | 122,000 | 122,000 | 53,121 | 53,121 | 294,041 CHF | 294,576 CHF | 99.94% | 99.94% |
10/07/2024 | 0.19% | 5.52 CHF | 5.53 CHF | 122,000 | 122,000 | 54,125 | 54,125 | 293,714 CHF | 294,257 CHF | 99.89% | 99.89% |
09/07/2024 | 0.19% | 5.26 CHF | 5.27 CHF | 126,000 | 126,000 | 54,663 | 54,663 | 290,601 CHF | 291,149 CHF | 99.66% | 99.66% |
08/07/2024 | 0.20% | 5.14 CHF | 5.15 CHF | 128,000 | 128,000 | 55,851 | 55,851 | 287,049 CHF | 287,608 CHF | 99.99% | 99.99% |
05/07/2024 | 0.21% | 5.01 CHF | 5.02 CHF | 130,000 | 130,000 | 58,314 | 58,314 | 281,218 CHF | 281,804 CHF | 99.37% | 99.37% |
04/07/2024 | 0.21% | 4.67 CHF | 4.68 CHF | 48,000 | 48,000 | 40,637 | 40,637 | 191,303 CHF | 191,710 CHF | 97.59% | 97.59% |
03/07/2024 | 0.22% | 4.70 CHF | 4.71 CHF | 136,000 | 136,000 | 57,960 | 57,960 | 272,396 CHF | 272,976 CHF | 97.03% | 97.03% |
02/07/2024 | 0.23% | 4.47 CHF | 4.48 CHF | 140,000 | 140,000 | 61,235 | 61,235 | 270,572 CHF | 271,185 CHF | 100.00% | 100.00% |