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 | 0.35% | 5.29 CHF | 5.30 CHF | 76,000 | 76,000 | 35,368 | 35,368 | 182,213 CHF | 182,749 CHF | 99.26% | 99.26% |
12/07/2024 | 0.37% | 4.99 CHF | 5.00 CHF | 80,000 | 80,000 | 36,085 | 36,085 | 177,427 CHF | 177,975 CHF | 100.00% | 100.00% |
11/07/2024 | 0.35% | 4.97 CHF | 4.98 CHF | 80,000 | 80,000 | 35,528 | 35,528 | 180,764 CHF | 181,301 CHF | 99.98% | 99.98% |
10/07/2024 | 0.36% | 4.96 CHF | 4.97 CHF | 80,000 | 80,000 | 35,772 | 35,772 | 176,740 CHF | 177,282 CHF | 100.00% | 100.00% |
09/07/2024 | 0.36% | 4.90 CHF | 4.91 CHF | 80,000 | 80,000 | 35,785 | 35,785 | 178,474 CHF | 179,015 CHF | 100.00% | 100.00% |
08/07/2024 | 0.36% | 4.95 CHF | 4.96 CHF | 80,000 | 80,000 | 35,511 | 35,511 | 175,481 CHF | 176,016 CHF | 100.00% | 100.00% |
05/07/2024 | 0.39% | 4.82 CHF | 4.83 CHF | 84,000 | 84,000 | 37,962 | 37,962 | 176,599 CHF | 177,177 CHF | 99.17% | 99.17% |
04/07/2024 | 0.44% | 4.56 CHF | 4.58 CHF | 34,000 | 34,000 | 27,109 | 27,109 | 123,896 CHF | 124,439 CHF | 99.65% | 99.65% |
03/07/2024 | 0.39% | 4.62 CHF | 4.63 CHF | 84,000 | 84,000 | 37,515 | 37,515 | 172,436 CHF | 173,003 CHF | 100.00% | 100.00% |
02/07/2024 | 0.40% | 4.64 CHF | 4.65 CHF | 84,000 | 84,000 | 36,580 | 36,580 | 167,681 CHF | 168,230 CHF | 99.98% | 99.98% |