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 | 0.52% | 5.52 CHF | 5.53 CHF | 62,000 | 62,000 | 24,945 | 24,945 | 137,460 CHF | 137,960 CHF | 98.91% | 98.91% |
12/07/2024 | 0.55% | 5.45 CHF | 5.46 CHF | 62,000 | 62,000 | 25,256 | 25,256 | 133,583 CHF | 134,091 CHF | 100.00% | 100.00% |
11/07/2024 | 0.50% | 5.42 CHF | 5.43 CHF | 62,000 | 62,000 | 23,940 | 23,940 | 134,253 CHF | 134,726 CHF | 99.99% | 99.99% |
10/07/2024 | 0.51% | 5.69 CHF | 5.70 CHF | 60,000 | 60,000 | 23,880 | 23,880 | 134,770 CHF | 135,244 CHF | 99.59% | 99.59% |
09/07/2024 | 0.50% | 5.57 CHF | 5.58 CHF | 60,000 | 60,000 | 23,802 | 23,802 | 136,258 CHF | 136,731 CHF | 100.00% | 100.00% |
08/07/2024 | 0.52% | 5.65 CHF | 5.66 CHF | 60,000 | 60,000 | 24,401 | 24,401 | 135,583 CHF | 136,077 CHF | 100.00% | 100.00% |
05/07/2024 | 0.56% | 5.40 CHF | 5.41 CHF | 62,000 | 62,000 | 26,399 | 26,399 | 135,664 CHF | 136,195 CHF | 95.76% | 95.76% |
04/07/2024 | 0.62% | 4.87 CHF | 4.89 CHF | 20,000 | 20,000 | 16,819 | 16,819 | 82,331 CHF | 82,816 CHF | 97.96% | 97.96% |
03/07/2024 | 0.49% | 4.91 CHF | 4.92 CHF | 66,000 | 66,000 | 27,528 | 27,528 | 130,150 CHF | 130,624 CHF | 97.90% | 97.90% |
02/07/2024 | 0.52% | 4.53 CHF | 4.54 CHF | 70,000 | 70,000 | 27,560 | 27,560 | 123,372 CHF | 123,844 CHF | 100.00% | 100.00% |