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% | 5.35 CHF | 5.36 CHF | 76,000 | 76,000 | 35,365 | 35,365 | 184,419 CHF | 184,956 CHF | 99.25% | 99.25% |
12/07/2024 | 0.37% | 5.06 CHF | 5.07 CHF | 80,000 | 80,000 | 36,086 | 36,086 | 179,698 CHF | 180,245 CHF | 100.00% | 100.00% |
11/07/2024 | 0.35% | 5.04 CHF | 5.05 CHF | 80,000 | 80,000 | 35,531 | 35,531 | 183,007 CHF | 183,544 CHF | 99.99% | 99.99% |
10/07/2024 | 0.36% | 5.02 CHF | 5.03 CHF | 80,000 | 80,000 | 35,772 | 35,772 | 178,977 CHF | 179,519 CHF | 100.00% | 100.00% |
09/07/2024 | 0.36% | 4.97 CHF | 4.98 CHF | 80,000 | 80,000 | 35,781 | 35,781 | 180,707 CHF | 181,249 CHF | 99.99% | 99.99% |
08/07/2024 | 0.36% | 5.01 CHF | 5.02 CHF | 80,000 | 80,000 | 35,511 | 35,511 | 177,709 CHF | 178,245 CHF | 100.00% | 100.00% |
05/07/2024 | 0.39% | 4.89 CHF | 4.90 CHF | 84,000 | 84,000 | 37,962 | 37,962 | 178,991 CHF | 179,570 CHF | 99.17% | 99.17% |
04/07/2024 | 0.43% | 4.63 CHF | 4.65 CHF | 34,000 | 34,000 | 27,118 | 27,118 | 125,640 CHF | 126,182 CHF | 99.50% | 99.50% |
03/07/2024 | 0.39% | 4.68 CHF | 4.69 CHF | 84,000 | 84,000 | 37,514 | 37,514 | 174,812 CHF | 175,380 CHF | 100.00% | 100.00% |
02/07/2024 | 0.39% | 4.71 CHF | 4.72 CHF | 84,000 | 84,000 | 36,587 | 36,587 | 170,032 CHF | 170,580 CHF | 99.99% | 99.99% |