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 | 182,477 CHF | 183,013 CHF | 99.26% | 99.26% |
12/07/2024 | 0.37% | 5.01 CHF | 5.02 CHF | 80,000 | 80,000 | 36,085 | 36,085 | 177,944 CHF | 178,491 CHF | 100.00% | 100.00% |
11/07/2024 | 0.35% | 4.99 CHF | 5.00 CHF | 80,000 | 80,000 | 35,525 | 35,525 | 181,073 CHF | 181,610 CHF | 99.97% | 99.97% |
10/07/2024 | 0.36% | 4.97 CHF | 4.98 CHF | 80,000 | 80,000 | 35,772 | 35,772 | 177,200 CHF | 177,741 CHF | 100.00% | 100.00% |
09/07/2024 | 0.36% | 4.92 CHF | 4.93 CHF | 80,000 | 80,000 | 35,784 | 35,784 | 178,902 CHF | 179,444 CHF | 100.00% | 100.00% |
08/07/2024 | 0.36% | 4.96 CHF | 4.97 CHF | 80,000 | 80,000 | 35,511 | 35,511 | 175,958 CHF | 176,494 CHF | 100.00% | 100.00% |
05/07/2024 | 0.39% | 4.84 CHF | 4.85 CHF | 84,000 | 84,000 | 37,953 | 37,953 | 177,383 CHF | 177,963 CHF | 99.62% | 99.62% |
04/07/2024 | 0.43% | 4.59 CHF | 4.61 CHF | 34,000 | 34,000 | 27,086 | 27,086 | 124,429 CHF | 124,971 CHF | 100.00% | 100.00% |
03/07/2024 | 0.39% | 4.64 CHF | 4.65 CHF | 84,000 | 84,000 | 37,515 | 37,515 | 173,329 CHF | 173,896 CHF | 100.00% | 100.00% |
02/07/2024 | 0.39% | 4.67 CHF | 4.68 CHF | 84,000 | 84,000 | 36,578 | 36,578 | 168,550 CHF | 169,098 CHF | 99.99% | 99.99% |