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% | 5.40 CHF | 5.41 CHF | 76,000 | 76,000 | 35,368 | 35,368 | 186,337 CHF | 186,874 CHF | 99.26% | 99.26% |
12/07/2024 | 0.36% | 5.11 CHF | 5.12 CHF | 80,000 | 80,000 | 36,085 | 36,085 | 181,550 CHF | 182,098 CHF | 100.00% | 100.00% |
11/07/2024 | 0.34% | 5.09 CHF | 5.10 CHF | 80,000 | 80,000 | 35,535 | 35,535 | 184,865 CHF | 185,402 CHF | 99.99% | 99.99% |
10/07/2024 | 0.36% | 5.07 CHF | 5.08 CHF | 80,000 | 80,000 | 35,771 | 35,771 | 180,824 CHF | 181,366 CHF | 100.00% | 100.00% |
09/07/2024 | 0.35% | 5.02 CHF | 5.03 CHF | 80,000 | 80,000 | 35,784 | 35,784 | 182,643 CHF | 183,185 CHF | 100.00% | 100.00% |
08/07/2024 | 0.35% | 5.07 CHF | 5.08 CHF | 80,000 | 80,000 | 35,511 | 35,511 | 179,614 CHF | 180,149 CHF | 100.00% | 100.00% |
05/07/2024 | 0.38% | 4.94 CHF | 4.95 CHF | 84,000 | 84,000 | 37,962 | 37,962 | 180,967 CHF | 181,545 CHF | 99.17% | 99.17% |
04/07/2024 | 0.43% | 4.68 CHF | 4.70 CHF | 34,000 | 34,000 | 27,109 | 27,109 | 126,982 CHF | 127,524 CHF | 99.65% | 99.65% |
03/07/2024 | 0.38% | 4.73 CHF | 4.74 CHF | 84,000 | 84,000 | 37,515 | 37,515 | 176,767 CHF | 177,335 CHF | 100.00% | 100.00% |
02/07/2024 | 0.39% | 4.76 CHF | 4.77 CHF | 84,000 | 84,000 | 36,578 | 36,578 | 171,965 CHF | 172,514 CHF | 99.97% | 99.97% |