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 | 0.32% | 6.28 CHF | 6.30 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 31,153 CHF | 31,252 CHF | 100.00% | 100.00% |
12/07/2024 | 0.33% | 6.21 CHF | 6.23 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 30,455 CHF | 30,554 CHF | 100.00% | 100.00% |
11/07/2024 | 0.33% | 6.18 CHF | 6.20 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 30,704 CHF | 30,803 CHF | 98.91% | 98.91% |
10/07/2024 | 0.38% | 5.23 CHF | 5.25 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 26,033 CHF | 26,132 CHF | 100.00% | 100.00% |
09/07/2024 | 0.40% | 5.14 CHF | 5.16 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 25,120 CHF | 25,219 CHF | 99.53% | 99.53% |
08/07/2024 | 0.41% | 4.99 CHF | 5.01 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 24,319 CHF | 24,418 CHF | 98.86% | 98.86% |
05/07/2024 | 0.41% | 4.99 CHF | 5.01 CHF | 5,000 | 5,000 | 4,951 | 4,951 | 24,542 CHF | 24,641 CHF | 96.13% | 96.13% |
04/07/2024 | 0.41% | 5.02 CHF | 5.04 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 24,515 CHF | 24,614 CHF | 99.42% | 99.42% |
03/07/2024 | 0.37% | 5.38 CHF | 5.40 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 27,167 CHF | 27,266 CHF | 100.00% | 100.00% |
02/07/2024 | 0.35% | 5.81 CHF | 5.83 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 28,871 CHF | 28,970 CHF | 100.00% | 100.00% |