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% | 5.50 CHF | 5.51 CHF | 110,000 | 110,000 | 49,758 | 49,758 | 268,875 CHF | 269,374 CHF | 99.99% | 99.99% |
12/07/2024 | 0.18% | 5.49 CHF | 5.50 CHF | 110,000 | 110,000 | 49,145 | 49,145 | 270,308 CHF | 270,800 CHF | 99.86% | 99.86% |
11/07/2024 | 0.17% | 5.79 CHF | 5.80 CHF | 105,000 | 105,000 | 47,431 | 47,431 | 283,074 CHF | 283,549 CHF | 99.99% | 99.99% |
10/07/2024 | 0.17% | 6.00 CHF | 6.01 CHF | 105,000 | 105,000 | 47,365 | 47,365 | 284,682 CHF | 285,157 CHF | 99.99% | 99.99% |
09/07/2024 | 0.17% | 6.00 CHF | 6.01 CHF | 105,000 | 105,000 | 47,366 | 47,366 | 285,380 CHF | 285,854 CHF | 99.99% | 99.99% |
08/07/2024 | 0.17% | 5.98 CHF | 5.99 CHF | 105,000 | 105,000 | 47,340 | 47,340 | 288,313 CHF | 288,787 CHF | 99.98% | 99.98% |
05/07/2024 | 0.18% | 6.02 CHF | 6.03 CHF | 105,000 | 105,000 | 48,478 | 48,478 | 278,972 CHF | 279,458 CHF | 100.00% | 100.00% |
04/07/2024 | 0.18% | 5.68 CHF | 5.69 CHF | 44,000 | 44,000 | 35,497 | 35,497 | 200,555 CHF | 200,910 CHF | 100.00% | 100.00% |
03/07/2024 | 0.20% | 5.62 CHF | 5.63 CHF | 110,000 | 110,000 | 49,260 | 49,260 | 278,026 CHF | 278,523 CHF | 96.88% | 96.88% |
02/07/2024 | 0.19% | 5.55 CHF | 5.56 CHF | 110,000 | 110,000 | 49,505 | 49,505 | 273,268 CHF | 273,764 CHF | 100.00% | 100.00% |