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% | 5.15 CHF | 5.16 CHF | 42,000 | 42,000 | 41,947 | 41,947 | 214,767 CHF | 215,186 CHF | 99.99% | 99.99% |
12/07/2024 | 0.20% | 5.12 CHF | 5.13 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 213,571 CHF | 213,991 CHF | 100.00% | 100.00% |
11/07/2024 | 0.20% | 5.02 CHF | 5.03 CHF | 42,000 | 42,000 | 41,974 | 41,974 | 214,376 CHF | 214,796 CHF | 100.00% | 100.00% |
10/07/2024 | 0.20% | 5.10 CHF | 5.11 CHF | 42,000 | 42,000 | 42,035 | 42,035 | 213,174 CHF | 213,595 CHF | 100.00% | 100.00% |
09/07/2024 | 0.20% | 5.01 CHF | 5.02 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 212,394 CHF | 212,814 CHF | 99.99% | 99.99% |
08/07/2024 | 0.19% | 5.12 CHF | 5.13 CHF | 42,000 | 42,000 | 41,336 | 41,336 | 213,545 CHF | 213,958 CHF | 99.99% | 99.99% |
05/07/2024 | 0.20% | 5.08 CHF | 5.09 CHF | 42,000 | 42,000 | 41,915 | 41,915 | 214,423 CHF | 214,842 CHF | 100.00% | 100.00% |
04/07/2024 | 0.20% | 5.10 CHF | 5.11 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 213,318 CHF | 213,738 CHF | 100.00% | 100.00% |
03/07/2024 | 0.20% | 4.98 CHF | 4.99 CHF | 43,000 | 43,000 | 42,823 | 42,823 | 213,286 CHF | 213,714 CHF | 100.00% | 100.00% |
02/07/2024 | 0.21% | 4.84 CHF | 4.85 CHF | 43,000 | 43,000 | 43,496 | 43,496 | 210,356 CHF | 210,791 CHF | 99.99% | 99.99% |