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% | 5.31 CHF | 5.32 CHF | 76,000 | 76,000 | 35,369 | 35,369 | 183,034 CHF | 183,571 CHF | 99.26% | 99.26% |
12/07/2024 | 0.37% | 5.02 CHF | 5.03 CHF | 80,000 | 80,000 | 36,085 | 36,085 | 178,507 CHF | 179,055 CHF | 100.00% | 100.00% |
11/07/2024 | 0.35% | 5.00 CHF | 5.01 CHF | 80,000 | 80,000 | 35,515 | 35,515 | 181,590 CHF | 182,127 CHF | 99.95% | 99.95% |
10/07/2024 | 0.36% | 4.99 CHF | 5.00 CHF | 80,000 | 80,000 | 35,772 | 35,772 | 177,799 CHF | 178,340 CHF | 100.00% | 100.00% |
09/07/2024 | 0.36% | 4.93 CHF | 4.94 CHF | 80,000 | 80,000 | 35,785 | 35,785 | 179,473 CHF | 180,015 CHF | 100.00% | 100.00% |
08/07/2024 | 0.36% | 4.98 CHF | 4.99 CHF | 80,000 | 80,000 | 35,512 | 35,512 | 176,515 CHF | 177,051 CHF | 100.00% | 100.00% |
05/07/2024 | 0.39% | 4.86 CHF | 4.87 CHF | 84,000 | 84,000 | 37,953 | 37,953 | 177,990 CHF | 178,569 CHF | 99.63% | 99.63% |
04/07/2024 | 0.43% | 4.61 CHF | 4.63 CHF | 34,000 | 34,000 | 27,086 | 27,086 | 124,899 CHF | 125,441 CHF | 100.00% | 100.00% |
03/07/2024 | 0.39% | 4.66 CHF | 4.67 CHF | 84,000 | 84,000 | 37,515 | 37,515 | 173,932 CHF | 174,499 CHF | 100.00% | 100.00% |
02/07/2024 | 0.39% | 4.68 CHF | 4.69 CHF | 84,000 | 84,000 | 36,583 | 36,583 | 169,175 CHF | 169,724 CHF | 99.98% | 99.98% |