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 | 0.57% | 5.39 CHF | 5.42 CHF | 4,700 | 4,700 | 4,869 | 4,869 | 25,549 CHF | 25,695 CHF | 100.00% | 100.00% |
12/07/2024 | 0.53% | 5.67 CHF | 5.70 CHF | 4,700 | 4,700 | 4,681 | 4,681 | 26,483 CHF | 26,624 CHF | 100.00% | 100.00% |
11/07/2024 | 0.56% | 5.49 CHF | 5.52 CHF | 4,900 | 4,900 | 4,954 | 4,954 | 26,471 CHF | 26,620 CHF | 100.00% | 100.00% |
10/07/2024 | 0.43% | 5.36 CHF | 5.39 CHF | 5,100 | 5,100 | 4,993 | 4,993 | 26,856 CHF | 26,972 CHF | 100.00% | 100.00% |
09/07/2024 | 0.55% | 5.33 CHF | 5.36 CHF | 4,700 | 4,700 | 4,652 | 4,652 | 25,179 CHF | 25,318 CHF | 100.00% | 100.00% |
08/07/2024 | 0.53% | 5.85 CHF | 5.88 CHF | 4,300 | 4,300 | 4,282 | 4,282 | 24,343 CHF | 24,472 CHF | 99.99% | 99.99% |
05/07/2024 | 0.46% | 6.16 CHF | 6.19 CHF | 4,100 | 4,100 | 4,006 | 4,006 | 26,295 CHF | 26,415 CHF | 99.80% | 99.80% |
04/07/2024 | 0.46% | 6.67 CHF | 6.70 CHF | 3,900 | 3,900 | 3,891 | 3,891 | 25,496 CHF | 25,613 CHF | 99.49% | 99.49% |
03/07/2024 | 0.44% | 6.77 CHF | 6.80 CHF | 4,400 | 4,400 | 4,382 | 4,382 | 29,812 CHF | 29,943 CHF | 99.35% | 99.35% |
02/07/2024 | 0.53% | 5.78 CHF | 5.81 CHF | 4,500 | 4,500 | 4,507 | 4,507 | 25,438 CHF | 25,573 CHF | 99.99% | 99.99% |