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 | 0.52% | 5.92 CHF | 5.95 CHF | 27,900 | 27,900 | 28,201 | 28,201 | 162,102 CHF | 162,948 CHF | 99.99% | 99.99% |
12/07/2024 | 0.53% | 5.71 CHF | 5.74 CHF | 28,400 | 28,400 | 28,460 | 28,460 | 160,883 CHF | 161,737 CHF | 100.00% | 100.00% |
11/07/2024 | 0.54% | 5.35 CHF | 5.38 CHF | 28,500 | 28,500 | 29,339 | 29,339 | 161,507 CHF | 162,387 CHF | 99.98% | 99.98% |
10/07/2024 | 0.45% | 5.51 CHF | 5.54 CHF | 29,900 | 29,900 | 30,319 | 30,319 | 161,114 CHF | 161,841 CHF | 100.00% | 100.00% |
09/07/2024 | 0.38% | 5.17 CHF | 5.19 CHF | 30,600 | 30,600 | 30,746 | 30,746 | 162,267 CHF | 162,883 CHF | 100.00% | 100.00% |
08/07/2024 | 0.50% | 5.29 CHF | 5.31 CHF | 30,900 | 30,900 | 30,239 | 30,239 | 156,859 CHF | 157,643 CHF | 100.00% | 100.00% |
05/07/2024 | 0.45% | 5.29 CHF | 5.32 CHF | 29,800 | 29,800 | 30,279 | 30,279 | 162,384 CHF | 163,109 CHF | 99.78% | 99.78% |
04/07/2024 | 0.37% | 5.40 CHF | 5.42 CHF | 30,600 | 30,600 | 30,540 | 30,540 | 163,459 CHF | 164,070 CHF | 100.00% | 100.00% |
03/07/2024 | 0.38% | 5.43 CHF | 5.45 CHF | 30,500 | 30,500 | 31,397 | 31,397 | 166,954 CHF | 167,581 CHF | 99.99% | 99.99% |
02/07/2024 | 0.40% | 5.12 CHF | 5.14 CHF | 32,000 | 32,000 | 32,180 | 32,180 | 161,827 CHF | 162,471 CHF | 100.00% | 100.00% |