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 | 0.91% | 5.44 CHF | 5.45 CHF | 70,000 | 70,000 | 30,458 | 30,458 | 165,104 CHF | 166,187 CHF | 98.92% | 98.92% |
12/07/2024 | 0.98% | 5.36 CHF | 5.37 CHF | 70,000 | 70,000 | 30,286 | 30,286 | 157,022 CHF | 158,105 CHF | 100.00% | 100.00% |
11/07/2024 | 0.88% | 5.33 CHF | 5.34 CHF | 70,000 | 70,000 | 30,175 | 30,175 | 167,215 CHF | 168,295 CHF | 99.99% | 99.99% |
10/07/2024 | 0.89% | 5.60 CHF | 5.61 CHF | 70,000 | 70,000 | 30,430 | 30,430 | 168,945 CHF | 170,032 CHF | 99.49% | 99.49% |
09/07/2024 | 0.88% | 5.47 CHF | 5.48 CHF | 70,000 | 70,000 | 30,357 | 30,357 | 170,849 CHF | 171,935 CHF | 99.44% | 99.44% |
08/07/2024 | 0.92% | 5.54 CHF | 5.55 CHF | 70,000 | 70,000 | 30,103 | 30,103 | 164,353 CHF | 165,429 CHF | 100.00% | 100.00% |
05/07/2024 | 0.99% | 5.30 CHF | 5.31 CHF | 70,000 | 70,000 | 30,842 | 30,842 | 155,327 CHF | 156,403 CHF | 95.77% | 95.77% |
04/07/2024 | 1.07% | 4.79 CHF | 4.82 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 96,373 CHF | 97,410 CHF | 97.96% | 97.96% |
03/07/2024 | 0.90% | 4.83 CHF | 4.84 CHF | 70,000 | 70,000 | 33,113 | 33,113 | 153,774 CHF | 154,779 CHF | 96.24% | 96.24% |
02/07/2024 | 0.95% | 4.45 CHF | 4.46 CHF | 80,000 | 80,000 | 34,419 | 34,419 | 151,390 CHF | 152,398 CHF | 99.83% | 99.83% |