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 | 0.19% | 5.31 CHF | 5.32 CHF | 42,000 | 42,000 | 41,947 | 41,947 | 221,529 CHF | 221,948 CHF | 100.00% | 100.00% |
12/07/2024 | 0.19% | 5.28 CHF | 5.29 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 220,401 CHF | 220,821 CHF | 100.00% | 100.00% |
11/07/2024 | 0.19% | 5.18 CHF | 5.19 CHF | 42,000 | 42,000 | 41,976 | 41,976 | 221,131 CHF | 221,551 CHF | 100.00% | 100.00% |
10/07/2024 | 0.19% | 5.27 CHF | 5.28 CHF | 42,000 | 42,000 | 42,035 | 42,035 | 219,918 CHF | 220,338 CHF | 100.00% | 100.00% |
09/07/2024 | 0.19% | 5.17 CHF | 5.18 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 219,122 CHF | 219,542 CHF | 99.99% | 99.99% |
08/07/2024 | 0.19% | 5.28 CHF | 5.29 CHF | 42,000 | 42,000 | 41,336 | 41,336 | 220,270 CHF | 220,683 CHF | 100.00% | 100.00% |
05/07/2024 | 0.19% | 5.24 CHF | 5.25 CHF | 42,000 | 42,000 | 41,915 | 41,915 | 221,154 CHF | 221,574 CHF | 100.00% | 100.00% |
04/07/2024 | 0.19% | 5.26 CHF | 5.27 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 220,053 CHF | 220,473 CHF | 100.00% | 100.00% |
03/07/2024 | 0.19% | 5.14 CHF | 5.15 CHF | 43,000 | 43,000 | 42,823 | 42,823 | 220,216 CHF | 220,644 CHF | 100.00% | 100.00% |
02/07/2024 | 0.20% | 5.00 CHF | 5.01 CHF | 43,000 | 43,000 | 43,495 | 43,495 | 217,346 CHF | 217,781 CHF | 99.98% | 99.98% |