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 | 0.19% | 5.39 CHF | 5.40 CHF | 172,000 | 172,000 | 76,910 | 76,910 | 414,523 CHF | 415,295 CHF | 99.95% | 99.95% |
12/07/2024 | 0.19% | 5.41 CHF | 5.42 CHF | 172,000 | 172,000 | 77,003 | 77,003 | 415,628 CHF | 416,399 CHF | 100.00% | 100.00% |
11/07/2024 | 0.18% | 5.43 CHF | 5.44 CHF | 172,000 | 172,000 | 75,392 | 75,392 | 420,074 CHF | 420,833 CHF | 99.99% | 99.99% |
10/07/2024 | 0.18% | 5.57 CHF | 5.58 CHF | 168,000 | 168,000 | 75,062 | 75,062 | 422,217 CHF | 422,969 CHF | 100.00% | 100.00% |
09/07/2024 | 0.18% | 5.64 CHF | 5.65 CHF | 168,000 | 168,000 | 75,328 | 75,328 | 424,321 CHF | 425,076 CHF | 100.00% | 100.00% |
08/07/2024 | 0.18% | 5.62 CHF | 5.63 CHF | 168,000 | 168,000 | 75,324 | 75,324 | 424,089 CHF | 424,844 CHF | 100.00% | 100.00% |
05/07/2024 | 0.18% | 5.63 CHF | 5.64 CHF | 168,000 | 168,000 | 75,009 | 75,009 | 420,294 CHF | 421,046 CHF | 99.81% | 99.81% |
04/07/2024 | 0.18% | 5.59 CHF | 5.60 CHF | 68,000 | 68,000 | 54,219 | 54,219 | 302,707 CHF | 303,250 CHF | 98.30% | 98.30% |
03/07/2024 | 0.18% | 5.56 CHF | 5.57 CHF | 168,000 | 168,000 | 74,440 | 74,440 | 419,961 CHF | 420,707 CHF | 99.35% | 99.35% |
02/07/2024 | 0.18% | 5.58 CHF | 5.59 CHF | 168,000 | 168,000 | 75,131 | 75,131 | 416,898 CHF | 417,651 CHF | 100.00% | 100.00% |