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 | 0.20% | 5.05 CHF | 5.06 CHF | 42,000 | 42,000 | 41,947 | 41,947 | 210,438 CHF | 210,857 CHF | 99.99% | 99.99% |
12/07/2024 | 0.20% | 5.02 CHF | 5.03 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 209,305 CHF | 209,725 CHF | 99.99% | 99.99% |
11/07/2024 | 0.20% | 4.92 CHF | 4.93 CHF | 42,000 | 42,000 | 41,975 | 41,975 | 210,040 CHF | 210,460 CHF | 99.99% | 99.99% |
10/07/2024 | 0.20% | 5.00 CHF | 5.01 CHF | 42,000 | 42,000 | 42,035 | 42,035 | 208,935 CHF | 209,356 CHF | 100.00% | 100.00% |
09/07/2024 | 0.20% | 4.91 CHF | 4.92 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 208,147 CHF | 208,567 CHF | 99.99% | 99.99% |
08/07/2024 | 0.20% | 5.01 CHF | 5.02 CHF | 42,000 | 42,000 | 41,336 | 41,336 | 209,374 CHF | 209,787 CHF | 100.00% | 100.00% |
05/07/2024 | 0.20% | 4.98 CHF | 4.99 CHF | 42,000 | 42,000 | 41,915 | 41,915 | 210,179 CHF | 210,598 CHF | 100.00% | 100.00% |
04/07/2024 | 0.20% | 5.00 CHF | 5.01 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 209,070 CHF | 209,490 CHF | 100.00% | 100.00% |
03/07/2024 | 0.20% | 4.88 CHF | 4.89 CHF | 43,000 | 43,000 | 42,823 | 42,823 | 208,959 CHF | 209,387 CHF | 100.00% | 100.00% |
02/07/2024 | 0.21% | 4.74 CHF | 4.75 CHF | 43,000 | 43,000 | 43,496 | 43,496 | 205,966 CHF | 206,401 CHF | 100.00% | 100.00% |