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 | 0.38% | 5.29 CHF | 5.31 CHF | 60,000 | 60,000 | 59,840 | 59,840 | 316,572 CHF | 317,769 CHF | 100.00% | 100.00% |
12/07/2024 | 0.38% | 5.25 CHF | 5.27 CHF | 60,000 | 60,000 | 60,246 | 60,246 | 312,980 CHF | 314,185 CHF | 100.00% | 100.00% |
11/07/2024 | 0.39% | 5.16 CHF | 5.18 CHF | 61,000 | 61,000 | 60,966 | 60,966 | 311,831 CHF | 313,051 CHF | 99.83% | 99.83% |
10/07/2024 | 0.40% | 5.03 CHF | 5.05 CHF | 62,000 | 62,000 | 62,000 | 62,000 | 309,741 CHF | 310,981 CHF | 100.00% | 100.00% |
09/07/2024 | 0.39% | 5.02 CHF | 5.04 CHF | 62,000 | 62,000 | 61,116 | 61,116 | 310,871 CHF | 312,094 CHF | 99.77% | 99.77% |
08/07/2024 | 0.39% | 5.08 CHF | 5.10 CHF | 61,000 | 61,000 | 61,125 | 61,125 | 310,054 CHF | 311,276 CHF | 100.00% | 100.00% |
05/07/2024 | 0.40% | 4.95 CHF | 4.97 CHF | 62,000 | 62,000 | 61,945 | 61,945 | 309,969 CHF | 311,208 CHF | 99.80% | 99.80% |
04/07/2024 | 0.40% | 4.99 CHF | 5.01 CHF | 62,000 | 62,000 | 61,997 | 61,997 | 308,322 CHF | 309,562 CHF | 100.00% | 100.00% |
03/07/2024 | 0.41% | 4.89 CHF | 4.91 CHF | 63,000 | 63,000 | 63,050 | 63,050 | 305,828 CHF | 307,089 CHF | 100.00% | 100.00% |
02/07/2024 | 0.42% | 4.78 CHF | 4.80 CHF | 64,000 | 64,000 | 63,999 | 63,999 | 302,528 CHF | 303,808 CHF | 100.00% | 100.00% |