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% | 5.60 CHF | 5.61 CHF | 110,000 | 110,000 | 49,759 | 49,759 | 273,880 CHF | 274,379 CHF | 99.99% | 99.99% |
12/07/2024 | 0.18% | 5.59 CHF | 5.60 CHF | 110,000 | 110,000 | 49,151 | 49,151 | 275,268 CHF | 275,760 CHF | 99.87% | 99.87% |
11/07/2024 | 0.17% | 5.89 CHF | 5.90 CHF | 105,000 | 105,000 | 47,432 | 47,432 | 287,853 CHF | 288,328 CHF | 99.99% | 99.99% |
10/07/2024 | 0.17% | 6.10 CHF | 6.11 CHF | 105,000 | 105,000 | 47,371 | 47,371 | 289,503 CHF | 289,978 CHF | 100.00% | 100.00% |
09/07/2024 | 0.17% | 6.11 CHF | 6.12 CHF | 105,000 | 105,000 | 47,371 | 47,371 | 290,198 CHF | 290,672 CHF | 100.00% | 100.00% |
08/07/2024 | 0.16% | 6.08 CHF | 6.09 CHF | 105,000 | 105,000 | 47,342 | 47,342 | 293,084 CHF | 293,558 CHF | 99.98% | 99.98% |
05/07/2024 | 0.18% | 6.12 CHF | 6.13 CHF | 105,000 | 105,000 | 48,479 | 48,479 | 283,860 CHF | 284,345 CHF | 100.00% | 100.00% |
04/07/2024 | 0.17% | 5.78 CHF | 5.79 CHF | 44,000 | 44,000 | 35,497 | 35,497 | 204,153 CHF | 204,508 CHF | 100.00% | 100.00% |
03/07/2024 | 0.20% | 5.72 CHF | 5.73 CHF | 110,000 | 110,000 | 49,250 | 49,250 | 282,964 CHF | 283,461 CHF | 96.90% | 96.90% |
02/07/2024 | 0.18% | 5.65 CHF | 5.66 CHF | 110,000 | 110,000 | 49,498 | 49,498 | 278,262 CHF | 278,758 CHF | 99.99% | 99.99% |