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 | 0.21% | 4.87 CHF | 4.88 CHF | 172,000 | 172,000 | 76,936 | 76,936 | 374,896 CHF | 375,668 CHF | 99.95% | 99.95% |
12/07/2024 | 0.21% | 4.89 CHF | 4.90 CHF | 172,000 | 172,000 | 77,004 | 77,004 | 375,865 CHF | 376,637 CHF | 100.00% | 100.00% |
11/07/2024 | 0.20% | 4.91 CHF | 4.92 CHF | 172,000 | 172,000 | 75,403 | 75,403 | 381,131 CHF | 381,890 CHF | 100.00% | 100.00% |
10/07/2024 | 0.20% | 5.05 CHF | 5.06 CHF | 168,000 | 168,000 | 75,061 | 75,061 | 383,314 CHF | 384,066 CHF | 100.00% | 100.00% |
09/07/2024 | 0.20% | 5.13 CHF | 5.14 CHF | 168,000 | 168,000 | 75,327 | 75,327 | 385,356 CHF | 386,111 CHF | 100.00% | 100.00% |
08/07/2024 | 0.20% | 5.11 CHF | 5.12 CHF | 168,000 | 168,000 | 75,325 | 75,325 | 385,161 CHF | 385,915 CHF | 100.00% | 100.00% |
05/07/2024 | 0.20% | 5.12 CHF | 5.13 CHF | 168,000 | 168,000 | 75,003 | 75,003 | 381,403 CHF | 382,155 CHF | 99.81% | 99.81% |
04/07/2024 | 0.20% | 5.07 CHF | 5.08 CHF | 68,000 | 68,000 | 54,219 | 54,219 | 274,580 CHF | 275,122 CHF | 98.30% | 98.30% |
03/07/2024 | 0.20% | 5.04 CHF | 5.05 CHF | 168,000 | 168,000 | 74,461 | 74,461 | 381,397 CHF | 382,143 CHF | 99.37% | 99.37% |
02/07/2024 | 0.20% | 5.06 CHF | 5.07 CHF | 168,000 | 168,000 | 75,122 | 75,122 | 377,733 CHF | 378,486 CHF | 99.99% | 99.99% |