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 | 0.18% | 5.36 CHF | 5.37 CHF | 62,000 | 62,000 | 61,208 | 61,208 | 335,124 CHF | 335,736 CHF | 99.95% | 99.95% |
12/07/2024 | 0.19% | 5.47 CHF | 5.48 CHF | 61,000 | 61,000 | 62,334 | 62,334 | 329,239 CHF | 329,862 CHF | 100.00% | 100.00% |
11/07/2024 | 0.18% | 5.32 CHF | 5.33 CHF | 62,000 | 62,000 | 61,094 | 61,094 | 334,288 CHF | 334,899 CHF | 99.99% | 99.99% |
10/07/2024 | 0.19% | 5.39 CHF | 5.40 CHF | 62,000 | 62,000 | 62,625 | 62,625 | 329,842 CHF | 330,469 CHF | 100.00% | 100.00% |
09/07/2024 | 0.19% | 5.24 CHF | 5.25 CHF | 63,000 | 63,000 | 62,118 | 62,118 | 331,362 CHF | 331,984 CHF | 100.00% | 100.00% |
08/07/2024 | 0.18% | 5.36 CHF | 5.37 CHF | 62,000 | 62,000 | 61,798 | 61,798 | 334,002 CHF | 334,620 CHF | 100.00% | 100.00% |
05/07/2024 | 0.19% | 5.33 CHF | 5.34 CHF | 62,000 | 62,000 | 62,000 | 62,000 | 332,254 CHF | 332,874 CHF | 99.82% | 99.82% |
04/07/2024 | 0.19% | 5.26 CHF | 5.27 CHF | 63,000 | 63,000 | 62,284 | 62,284 | 329,433 CHF | 330,056 CHF | 99.50% | 99.50% |
03/07/2024 | 0.19% | 5.27 CHF | 5.28 CHF | 63,000 | 63,000 | 62,630 | 62,630 | 329,713 CHF | 330,339 CHF | 99.38% | 99.38% |
02/07/2024 | 0.20% | 5.05 CHF | 5.06 CHF | 64,000 | 64,000 | 64,786 | 64,786 | 320,949 CHF | 321,597 CHF | 99.99% | 99.99% |