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% | 5.36 CHF | 5.37 CHF | 76,000 | 76,000 | 35,368 | 35,368 | 184,812 CHF | 185,348 CHF | 99.26% | 99.26% |
12/07/2024 | 0.36% | 5.07 CHF | 5.08 CHF | 80,000 | 80,000 | 36,085 | 36,085 | 180,327 CHF | 180,875 CHF | 100.00% | 100.00% |
11/07/2024 | 0.35% | 5.05 CHF | 5.06 CHF | 80,000 | 80,000 | 35,515 | 35,515 | 183,389 CHF | 183,926 CHF | 99.95% | 99.95% |
10/07/2024 | 0.36% | 5.04 CHF | 5.05 CHF | 80,000 | 80,000 | 35,772 | 35,772 | 179,616 CHF | 180,157 CHF | 100.00% | 100.00% |
09/07/2024 | 0.35% | 4.98 CHF | 4.99 CHF | 80,000 | 80,000 | 35,784 | 35,784 | 181,288 CHF | 181,830 CHF | 100.00% | 100.00% |
08/07/2024 | 0.36% | 5.03 CHF | 5.04 CHF | 80,000 | 80,000 | 35,511 | 35,511 | 178,310 CHF | 178,846 CHF | 100.00% | 100.00% |
05/07/2024 | 0.39% | 4.91 CHF | 4.92 CHF | 84,000 | 84,000 | 37,953 | 37,953 | 179,915 CHF | 180,494 CHF | 99.63% | 99.63% |
04/07/2024 | 0.43% | 4.66 CHF | 4.68 CHF | 34,000 | 34,000 | 27,086 | 27,086 | 126,280 CHF | 126,822 CHF | 100.00% | 100.00% |
03/07/2024 | 0.38% | 4.71 CHF | 4.72 CHF | 84,000 | 84,000 | 37,515 | 37,515 | 175,853 CHF | 176,421 CHF | 100.00% | 100.00% |
02/07/2024 | 0.39% | 4.73 CHF | 4.74 CHF | 84,000 | 84,000 | 36,583 | 36,583 | 171,052 CHF | 171,601 CHF | 99.98% | 99.98% |