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 | 1.00% | 1.01 CHF | 1.02 CHF | 83,000 | 83,000 | 83,023 | 83,023 | 82,771 CHF | 83,601 CHF | 100.00% | 100.00% |
12/07/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 83,000 | 83,000 | 83,297 | 83,297 | 81,875 CHF | 82,708 CHF | 100.00% | 100.00% |
11/07/2024 | 1.00% | 0.95 CHF | 0.96 CHF | 84,000 | 84,000 | 83,234 | 83,234 | 82,801 CHF | 83,634 CHF | 99.93% | 99.93% |
10/07/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 83,000 | 83,000 | 83,483 | 83,483 | 81,941 CHF | 82,776 CHF | 100.00% | 100.00% |
09/07/2024 | 1.02% | 0.95 CHF | 0.96 CHF | 84,000 | 84,000 | 83,871 | 83,871 | 81,695 CHF | 82,533 CHF | 100.00% | 100.00% |
08/07/2024 | 0.97% | 1.00 CHF | 1.01 CHF | 83,000 | 83,000 | 82,362 | 82,362 | 84,919 CHF | 85,743 CHF | 100.00% | 100.00% |
05/07/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 83,000 | 83,000 | 83,055 | 83,055 | 83,314 CHF | 84,144 CHF | 99.99% | 99.99% |
04/07/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 83,000 | 83,000 | 83,584 | 83,584 | 82,452 CHF | 83,288 CHF | 100.00% | 100.00% |
03/07/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 85,000 | 85,000 | 84,828 | 84,828 | 79,518 CHF | 80,367 CHF | 100.00% | 100.00% |
02/07/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 86,000 | 86,000 | 86,496 | 86,496 | 75,234 CHF | 76,098 CHF | 100.00% | 100.00% |