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 | 0.98% | 5.10 CHF | 5.11 CHF | 70,000 | 70,000 | 30,461 | 30,461 | 154,298 CHF | 155,382 CHF | 98.92% | 98.92% |
12/07/2024 | 1.05% | 5.02 CHF | 5.03 CHF | 70,000 | 70,000 | 30,284 | 30,284 | 146,425 CHF | 147,508 CHF | 100.00% | 100.00% |
11/07/2024 | 0.94% | 4.99 CHF | 5.00 CHF | 70,000 | 70,000 | 30,169 | 30,169 | 156,493 CHF | 157,573 CHF | 99.97% | 99.97% |
10/07/2024 | 0.96% | 5.26 CHF | 5.27 CHF | 70,000 | 70,000 | 30,430 | 30,430 | 158,197 CHF | 159,285 CHF | 99.49% | 99.49% |
09/07/2024 | 0.94% | 5.13 CHF | 5.14 CHF | 70,000 | 70,000 | 30,342 | 30,342 | 160,124 CHF | 161,209 CHF | 99.60% | 99.60% |
08/07/2024 | 0.98% | 5.21 CHF | 5.22 CHF | 70,000 | 70,000 | 30,104 | 30,104 | 153,820 CHF | 154,895 CHF | 100.00% | 100.00% |
05/07/2024 | 1.06% | 4.97 CHF | 4.98 CHF | 70,000 | 70,000 | 33,298 | 33,298 | 155,785 CHF | 156,946 CHF | 95.75% | 95.75% |
04/07/2024 | 1.11% | 4.44 CHF | 4.47 CHF | 30,000 | 30,000 | 24,696 | 24,696 | 110,070 CHF | 111,211 CHF | 97.96% | 97.96% |
03/07/2024 | 0.97% | 4.49 CHF | 4.50 CHF | 70,000 | 70,000 | 33,102 | 33,102 | 142,178 CHF | 143,183 CHF | 97.33% | 97.33% |
02/07/2024 | 1.04% | 4.12 CHF | 4.13 CHF | 80,000 | 80,000 | 34,443 | 34,443 | 139,625 CHF | 140,633 CHF | 99.91% | 99.91% |