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% | 5.34 CHF | 5.35 CHF | 122,000 | 122,000 | 53,627 | 53,627 | 285,999 CHF | 286,536 CHF | 99.99% | 99.99% |
12/07/2024 | 0.19% | 5.48 CHF | 5.49 CHF | 120,000 | 120,000 | 53,617 | 53,617 | 284,985 CHF | 285,522 CHF | 99.99% | 99.99% |
11/07/2024 | 0.19% | 5.30 CHF | 5.31 CHF | 122,000 | 122,000 | 53,156 | 53,156 | 284,866 CHF | 285,401 CHF | 99.99% | 99.99% |
10/07/2024 | 0.20% | 5.34 CHF | 5.35 CHF | 122,000 | 122,000 | 54,203 | 54,203 | 284,572 CHF | 285,115 CHF | 100.00% | 100.00% |
09/07/2024 | 0.20% | 5.09 CHF | 5.10 CHF | 126,000 | 126,000 | 54,665 | 54,665 | 280,971 CHF | 281,520 CHF | 99.74% | 99.74% |
08/07/2024 | 0.21% | 4.97 CHF | 4.98 CHF | 128,000 | 128,000 | 55,857 | 55,857 | 277,282 CHF | 277,841 CHF | 100.00% | 100.00% |
05/07/2024 | 0.22% | 4.83 CHF | 4.84 CHF | 130,000 | 130,000 | 58,317 | 58,317 | 271,012 CHF | 271,597 CHF | 99.37% | 99.37% |
04/07/2024 | 0.22% | 4.49 CHF | 4.50 CHF | 48,000 | 48,000 | 40,637 | 40,637 | 184,144 CHF | 184,550 CHF | 97.60% | 97.60% |
03/07/2024 | 0.22% | 4.52 CHF | 4.53 CHF | 136,000 | 136,000 | 59,390 | 59,390 | 268,661 CHF | 269,256 CHF | 99.09% | 99.09% |
02/07/2024 | 0.24% | 4.30 CHF | 4.31 CHF | 140,000 | 140,000 | 61,221 | 61,221 | 259,764 CHF | 260,377 CHF | 99.98% | 99.98% |