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 | 0.20% | 5.13 CHF | 5.14 CHF | 172,000 | 172,000 | 76,930 | 76,930 | 394,181 CHF | 394,953 CHF | 99.97% | 99.97% |
12/07/2024 | 0.20% | 5.14 CHF | 5.15 CHF | 172,000 | 172,000 | 76,997 | 76,997 | 395,162 CHF | 395,933 CHF | 99.99% | 99.99% |
11/07/2024 | 0.19% | 5.16 CHF | 5.17 CHF | 172,000 | 172,000 | 75,382 | 75,382 | 400,005 CHF | 400,763 CHF | 99.98% | 99.98% |
10/07/2024 | 0.19% | 5.30 CHF | 5.31 CHF | 168,000 | 168,000 | 75,061 | 75,061 | 402,207 CHF | 402,959 CHF | 100.00% | 100.00% |
09/07/2024 | 0.19% | 5.38 CHF | 5.39 CHF | 168,000 | 168,000 | 75,327 | 75,327 | 404,380 CHF | 405,134 CHF | 100.00% | 100.00% |
08/07/2024 | 0.19% | 5.36 CHF | 5.37 CHF | 168,000 | 168,000 | 75,325 | 75,325 | 404,118 CHF | 404,873 CHF | 100.00% | 100.00% |
05/07/2024 | 0.19% | 5.37 CHF | 5.38 CHF | 168,000 | 168,000 | 75,015 | 75,015 | 400,362 CHF | 401,113 CHF | 99.82% | 99.82% |
04/07/2024 | 0.19% | 5.32 CHF | 5.33 CHF | 68,000 | 68,000 | 54,219 | 54,219 | 288,289 CHF | 288,831 CHF | 98.30% | 98.30% |
03/07/2024 | 0.19% | 5.29 CHF | 5.30 CHF | 168,000 | 168,000 | 74,581 | 74,581 | 400,881 CHF | 401,628 CHF | 99.51% | 99.51% |
02/07/2024 | 0.19% | 5.31 CHF | 5.32 CHF | 168,000 | 168,000 | 75,129 | 75,129 | 396,809 CHF | 397,561 CHF | 100.00% | 100.00% |