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 | 0.92% | 5.37 CHF | 5.38 CHF | 70,000 | 70,000 | 30,461 | 30,461 | 163,032 CHF | 164,115 CHF | 98.92% | 98.92% |
12/07/2024 | 0.99% | 5.29 CHF | 5.30 CHF | 70,000 | 70,000 | 30,284 | 30,284 | 155,170 CHF | 156,253 CHF | 100.00% | 100.00% |
11/07/2024 | 0.89% | 5.26 CHF | 5.27 CHF | 70,000 | 70,000 | 30,163 | 30,163 | 164,960 CHF | 166,040 CHF | 99.96% | 99.96% |
10/07/2024 | 0.91% | 5.53 CHF | 5.54 CHF | 70,000 | 70,000 | 30,430 | 30,430 | 166,861 CHF | 167,949 CHF | 99.49% | 99.49% |
09/07/2024 | 0.89% | 5.40 CHF | 5.41 CHF | 70,000 | 70,000 | 30,317 | 30,317 | 168,754 CHF | 169,839 CHF | 99.84% | 99.84% |
08/07/2024 | 0.93% | 5.49 CHF | 5.50 CHF | 70,000 | 70,000 | 30,103 | 30,103 | 162,521 CHF | 163,596 CHF | 100.00% | 100.00% |
05/07/2024 | 1.01% | 5.24 CHF | 5.25 CHF | 70,000 | 70,000 | 30,840 | 30,840 | 153,378 CHF | 154,454 CHF | 95.77% | 95.77% |
04/07/2024 | 1.16% | 4.72 CHF | 4.76 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 95,025 CHF | 96,137 CHF | 97.89% | 97.89% |
03/07/2024 | 0.92% | 4.76 CHF | 4.77 CHF | 70,000 | 70,000 | 32,860 | 32,860 | 150,427 CHF | 151,438 CHF | 95.69% | 95.69% |
02/07/2024 | 0.97% | 4.38 CHF | 4.39 CHF | 80,000 | 80,000 | 34,387 | 34,387 | 148,767 CHF | 149,776 CHF | 99.40% | 99.40% |