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% | 5.30 CHF | 5.33 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 44,195 CHF | 44,423 CHF | 100.00% | 100.00% |
12/07/2024 | 0.52% | 5.58 CHF | 5.61 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 43,287 CHF | 43,514 CHF | 100.00% | 100.00% |
11/07/2024 | 0.40% | 5.57 CHF | 5.59 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 43,256 CHF | 43,431 CHF | 100.00% | 100.00% |
10/07/2024 | 0.42% | 5.22 CHF | 5.24 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 41,296 CHF | 41,468 CHF | 100.00% | 100.00% |
09/07/2024 | 0.42% | 5.14 CHF | 5.16 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 41,937 CHF | 42,115 CHF | 100.00% | 100.00% |
08/07/2024 | 0.41% | 5.34 CHF | 5.36 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 43,495 CHF | 43,674 CHF | 100.00% | 100.00% |
05/07/2024 | 0.43% | 5.40 CHF | 5.43 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 43,735 CHF | 43,925 CHF | 100.00% | 100.00% |
04/07/2024 | 0.40% | 5.96 CHF | 5.98 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 47,166 CHF | 47,354 CHF | 100.00% | 100.00% |
03/07/2024 | 0.41% | 5.79 CHF | 5.81 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 45,614 CHF | 45,800 CHF | 100.00% | 100.00% |
02/07/2024 | 0.43% | 5.70 CHF | 5.72 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 44,442 CHF | 44,635 CHF | 100.00% | 100.00% |