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 | 0.51% | 5.62 CHF | 5.63 CHF | 62,000 | 62,000 | 24,947 | 24,947 | 139,815 CHF | 140,314 CHF | 98.93% | 98.93% |
12/07/2024 | 0.54% | 5.54 CHF | 5.55 CHF | 62,000 | 62,000 | 25,256 | 25,256 | 136,024 CHF | 136,532 CHF | 100.00% | 100.00% |
11/07/2024 | 0.50% | 5.51 CHF | 5.52 CHF | 62,000 | 62,000 | 23,924 | 23,924 | 136,403 CHF | 136,876 CHF | 99.95% | 99.95% |
10/07/2024 | 0.50% | 5.78 CHF | 5.79 CHF | 60,000 | 60,000 | 23,880 | 23,880 | 137,005 CHF | 137,478 CHF | 99.59% | 99.59% |
09/07/2024 | 0.49% | 5.66 CHF | 5.67 CHF | 60,000 | 60,000 | 23,797 | 23,797 | 138,430 CHF | 138,903 CHF | 99.99% | 99.99% |
08/07/2024 | 0.51% | 5.74 CHF | 5.75 CHF | 60,000 | 60,000 | 24,402 | 24,402 | 137,879 CHF | 138,372 CHF | 100.00% | 100.00% |
05/07/2024 | 0.55% | 5.49 CHF | 5.50 CHF | 62,000 | 62,000 | 26,396 | 26,396 | 138,233 CHF | 138,763 CHF | 95.76% | 95.76% |
04/07/2024 | 0.61% | 4.97 CHF | 4.99 CHF | 20,000 | 20,000 | 16,819 | 16,819 | 84,016 CHF | 84,501 CHF | 97.97% | 97.97% |
03/07/2024 | 0.48% | 5.01 CHF | 5.02 CHF | 66,000 | 66,000 | 27,357 | 27,357 | 132,120 CHF | 132,593 CHF | 98.93% | 98.93% |
02/07/2024 | 0.51% | 4.64 CHF | 4.65 CHF | 70,000 | 70,000 | 27,555 | 27,555 | 126,246 CHF | 126,718 CHF | 99.99% | 99.99% |