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 | 0.94% | 5.27 CHF | 5.28 CHF | 70,000 | 70,000 | 30,461 | 30,461 | 159,510 CHF | 160,593 CHF | 98.92% | 98.92% |
12/07/2024 | 1.02% | 5.19 CHF | 5.20 CHF | 70,000 | 70,000 | 30,285 | 30,285 | 151,527 CHF | 152,610 CHF | 100.00% | 100.00% |
11/07/2024 | 0.91% | 5.16 CHF | 5.17 CHF | 70,000 | 70,000 | 30,166 | 30,166 | 161,621 CHF | 162,701 CHF | 99.97% | 99.97% |
10/07/2024 | 0.93% | 5.43 CHF | 5.44 CHF | 70,000 | 70,000 | 30,430 | 30,430 | 163,373 CHF | 164,461 CHF | 99.49% | 99.49% |
09/07/2024 | 0.91% | 5.30 CHF | 5.31 CHF | 70,000 | 70,000 | 30,340 | 30,340 | 165,235 CHF | 166,321 CHF | 99.60% | 99.60% |
08/07/2024 | 0.95% | 5.37 CHF | 5.38 CHF | 70,000 | 70,000 | 30,103 | 30,103 | 158,887 CHF | 159,963 CHF | 100.00% | 100.00% |
05/07/2024 | 1.03% | 5.13 CHF | 5.14 CHF | 70,000 | 70,000 | 30,839 | 30,839 | 149,729 CHF | 150,805 CHF | 95.77% | 95.77% |
04/07/2024 | 1.08% | 4.61 CHF | 4.64 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 92,577 CHF | 93,584 CHF | 97.97% | 97.97% |
03/07/2024 | 0.93% | 4.66 CHF | 4.67 CHF | 70,000 | 70,000 | 33,087 | 33,087 | 147,695 CHF | 148,699 CHF | 97.28% | 97.28% |
02/07/2024 | 1.00% | 4.28 CHF | 4.29 CHF | 80,000 | 80,000 | 34,425 | 34,425 | 145,302 CHF | 146,310 CHF | 99.84% | 99.84% |