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% | 5.23 CHF | 5.24 CHF | 122,000 | 122,000 | 53,625 | 53,625 | 279,676 CHF | 280,213 CHF | 99.95% | 99.95% |
12/07/2024 | 0.20% | 5.36 CHF | 5.37 CHF | 120,000 | 120,000 | 53,605 | 53,605 | 278,607 CHF | 279,144 CHF | 99.98% | 99.98% |
11/07/2024 | 0.20% | 5.18 CHF | 5.19 CHF | 122,000 | 122,000 | 53,109 | 53,109 | 278,394 CHF | 278,928 CHF | 99.92% | 99.92% |
10/07/2024 | 0.20% | 5.23 CHF | 5.24 CHF | 122,000 | 122,000 | 54,099 | 54,099 | 277,624 CHF | 278,167 CHF | 99.85% | 99.85% |
09/07/2024 | 0.20% | 4.97 CHF | 4.98 CHF | 126,000 | 126,000 | 54,679 | 54,679 | 274,580 CHF | 275,128 CHF | 99.64% | 99.64% |
08/07/2024 | 0.21% | 4.85 CHF | 4.86 CHF | 128,000 | 128,000 | 55,848 | 55,848 | 270,609 CHF | 271,168 CHF | 99.97% | 99.97% |
05/07/2024 | 0.23% | 4.71 CHF | 4.72 CHF | 130,000 | 130,000 | 58,317 | 58,317 | 264,045 CHF | 264,630 CHF | 99.38% | 99.38% |
04/07/2024 | 0.23% | 4.37 CHF | 4.38 CHF | 48,000 | 48,000 | 40,637 | 40,637 | 179,279 CHF | 179,685 CHF | 97.59% | 97.59% |
03/07/2024 | 0.23% | 4.40 CHF | 4.41 CHF | 136,000 | 136,000 | 57,971 | 57,971 | 255,328 CHF | 255,908 CHF | 96.98% | 96.98% |
02/07/2024 | 0.25% | 4.18 CHF | 4.19 CHF | 140,000 | 140,000 | 61,227 | 61,227 | 252,410 CHF | 253,023 CHF | 99.99% | 99.99% |