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 | 0.98% | 1.02 CHF | 1.03 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 81,027 CHF | 81,827 CHF | 99.99% | 99.99% |
12/07/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 81,957 CHF | 82,757 CHF | 99.93% | 99.93% |
11/07/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 78,962 CHF | 79,762 CHF | 99.98% | 99.98% |
10/07/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 77,922 CHF | 78,722 CHF | 99.99% | 99.99% |
09/07/2024 | 1.06% | 0.91 CHF | 0.92 CHF | 80,000 | 80,000 | 79,817 | 79,817 | 75,032 CHF | 75,832 CHF | 100.00% | 100.00% |
08/07/2024 | 0.98% | 0.99 CHF | 1.00 CHF | 80,000 | 80,000 | 79,863 | 79,863 | 81,355 CHF | 82,155 CHF | 99.71% | 99.71% |
05/07/2024 | 0.97% | 0.98 CHF | 0.99 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 81,749 CHF | 82,549 CHF | 100.00% | 100.00% |
04/07/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 83,522 CHF | 84,322 CHF | 100.00% | 100.00% |
03/07/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 75,525 CHF | 76,325 CHF | 100.00% | 100.00% |
02/07/2024 | 1.20% | 0.87 CHF | 0.88 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 66,327 CHF | 67,127 CHF | 99.99% | 99.99% |