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 | 0.34% | 5.46 CHF | 5.47 CHF | 76,000 | 76,000 | 35,368 | 35,368 | 188,155 CHF | 188,692 CHF | 99.26% | 99.26% |
12/07/2024 | 0.36% | 5.16 CHF | 5.17 CHF | 80,000 | 80,000 | 36,086 | 36,086 | 183,408 CHF | 183,956 CHF | 100.00% | 100.00% |
11/07/2024 | 0.34% | 5.14 CHF | 5.15 CHF | 80,000 | 80,000 | 35,530 | 35,530 | 186,665 CHF | 187,202 CHF | 99.98% | 99.98% |
10/07/2024 | 0.35% | 5.12 CHF | 5.13 CHF | 80,000 | 80,000 | 35,771 | 35,771 | 182,670 CHF | 183,212 CHF | 100.00% | 100.00% |
09/07/2024 | 0.35% | 5.07 CHF | 5.08 CHF | 80,000 | 80,000 | 35,780 | 35,780 | 184,392 CHF | 184,934 CHF | 99.99% | 99.99% |
08/07/2024 | 0.35% | 5.12 CHF | 5.13 CHF | 80,000 | 80,000 | 35,511 | 35,511 | 181,442 CHF | 181,977 CHF | 100.00% | 100.00% |
05/07/2024 | 0.38% | 4.99 CHF | 5.00 CHF | 84,000 | 84,000 | 37,964 | 37,964 | 182,941 CHF | 183,519 CHF | 99.17% | 99.17% |
04/07/2024 | 0.42% | 4.73 CHF | 4.75 CHF | 34,000 | 34,000 | 27,109 | 27,109 | 128,384 CHF | 128,926 CHF | 99.65% | 99.65% |
03/07/2024 | 0.38% | 4.79 CHF | 4.80 CHF | 84,000 | 84,000 | 37,511 | 37,511 | 178,685 CHF | 179,252 CHF | 99.99% | 99.99% |
02/07/2024 | 0.38% | 4.81 CHF | 4.82 CHF | 84,000 | 84,000 | 36,579 | 36,579 | 173,785 CHF | 174,334 CHF | 99.98% | 99.98% |