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% | 5.34 CHF | 5.35 CHF | 76,000 | 76,000 | 35,253 | 35,253 | 183,460 CHF | 183,996 CHF | 100.00% | 100.00% |
12/07/2024 | 0.37% | 5.05 CHF | 5.06 CHF | 80,000 | 80,000 | 36,085 | 36,085 | 179,492 CHF | 180,039 CHF | 100.00% | 100.00% |
11/07/2024 | 0.35% | 5.03 CHF | 5.04 CHF | 80,000 | 80,000 | 35,527 | 35,527 | 182,608 CHF | 183,145 CHF | 99.98% | 99.98% |
10/07/2024 | 0.36% | 5.01 CHF | 5.02 CHF | 80,000 | 80,000 | 35,771 | 35,771 | 178,839 CHF | 179,380 CHF | 100.00% | 100.00% |
09/07/2024 | 0.36% | 4.96 CHF | 4.97 CHF | 80,000 | 80,000 | 35,780 | 35,780 | 180,507 CHF | 181,049 CHF | 99.99% | 99.99% |
08/07/2024 | 0.36% | 5.01 CHF | 5.02 CHF | 80,000 | 80,000 | 35,510 | 35,510 | 177,551 CHF | 178,086 CHF | 100.00% | 100.00% |
05/07/2024 | 0.39% | 4.88 CHF | 4.89 CHF | 84,000 | 84,000 | 37,955 | 37,955 | 179,022 CHF | 179,602 CHF | 99.63% | 99.63% |
04/07/2024 | 0.43% | 4.63 CHF | 4.65 CHF | 34,000 | 34,000 | 27,086 | 27,086 | 125,610 CHF | 126,152 CHF | 100.00% | 100.00% |
03/07/2024 | 0.39% | 4.69 CHF | 4.70 CHF | 84,000 | 84,000 | 37,514 | 37,514 | 174,956 CHF | 175,524 CHF | 100.00% | 100.00% |
02/07/2024 | 0.39% | 4.71 CHF | 4.72 CHF | 84,000 | 84,000 | 36,579 | 36,579 | 170,236 CHF | 170,785 CHF | 99.97% | 99.97% |