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% | 5.45 CHF | 5.46 CHF | 42,000 | 42,000 | 41,947 | 41,947 | 227,462 CHF | 227,882 CHF | 100.00% | 100.00% |
12/07/2024 | 0.19% | 5.42 CHF | 5.43 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 226,342 CHF | 226,762 CHF | 100.00% | 100.00% |
11/07/2024 | 0.18% | 5.32 CHF | 5.33 CHF | 42,000 | 42,000 | 41,975 | 41,975 | 227,048 CHF | 227,468 CHF | 100.00% | 100.00% |
10/07/2024 | 0.19% | 5.41 CHF | 5.42 CHF | 42,000 | 42,000 | 42,035 | 42,035 | 225,846 CHF | 226,266 CHF | 100.00% | 100.00% |
09/07/2024 | 0.19% | 5.31 CHF | 5.32 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 225,050 CHF | 225,470 CHF | 100.00% | 100.00% |
08/07/2024 | 0.18% | 5.42 CHF | 5.43 CHF | 42,000 | 42,000 | 41,336 | 41,336 | 225,984 CHF | 226,397 CHF | 100.00% | 100.00% |
05/07/2024 | 0.18% | 5.38 CHF | 5.39 CHF | 42,000 | 42,000 | 41,915 | 41,915 | 227,060 CHF | 227,480 CHF | 100.00% | 100.00% |
04/07/2024 | 0.19% | 5.41 CHF | 5.42 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 225,975 CHF | 226,395 CHF | 100.00% | 100.00% |
03/07/2024 | 0.19% | 5.28 CHF | 5.29 CHF | 43,000 | 43,000 | 42,823 | 42,823 | 226,191 CHF | 226,619 CHF | 100.00% | 100.00% |
02/07/2024 | 0.19% | 5.14 CHF | 5.15 CHF | 43,000 | 43,000 | 43,496 | 43,496 | 223,428 CHF | 223,863 CHF | 99.99% | 99.99% |