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 | 0.95% | 1.00 CHF | 1.01 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 84,285 CHF | 85,085 CHF | 100.00% | 100.00% |
12/07/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 82,148 CHF | 82,948 CHF | 100.00% | 100.00% |
11/07/2024 | 0.94% | 1.02 CHF | 1.03 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 84,671 CHF | 85,471 CHF | 99.69% | 99.69% |
10/07/2024 | 1.03% | 0.99 CHF | 1.00 CHF | 80,000 | 80,000 | 83,536 | 83,536 | 80,712 CHF | 81,548 CHF | 100.00% | 100.00% |
09/07/2024 | 1.05% | 0.93 CHF | 0.94 CHF | 90,000 | 90,000 | 87,914 | 87,914 | 83,459 CHF | 84,340 CHF | 99.99% | 99.99% |
08/07/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 90,000 | 90,000 | 89,848 | 89,848 | 82,031 CHF | 82,931 CHF | 99.74% | 99.74% |
05/07/2024 | 1.13% | 0.86 CHF | 0.87 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 79,096 CHF | 79,996 CHF | 100.00% | 100.00% |
04/07/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 84,197 CHF | 85,097 CHF | 100.00% | 100.00% |
03/07/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 80,261 CHF | 81,161 CHF | 99.98% | 99.98% |
02/07/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 76,451 CHF | 77,251 CHF | 100.00% | 100.00% |