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% | 1.00 CHF | 1.01 CHF | 79,000 | 79,000 | 79,088 | 79,088 | 78,569 CHF | 79,360 CHF | 99.41% | 99.41% |
12/07/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 80,000 | 80,000 | 80,194 | 80,194 | 84,579 CHF | 85,381 CHF | 100.00% | 100.00% |
11/07/2024 | 0.92% | 1.03 CHF | 1.04 CHF | 80,000 | 80,000 | 80,887 | 80,887 | 87,526 CHF | 88,336 CHF | 99.82% | 99.82% |
10/07/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 82,000 | 82,000 | 81,882 | 81,882 | 93,485 CHF | 94,304 CHF | 100.00% | 100.00% |
09/07/2024 | 0.89% | 1.14 CHF | 1.15 CHF | 82,000 | 82,000 | 81,647 | 81,647 | 91,498 CHF | 92,315 CHF | 99.76% | 99.76% |
08/07/2024 | 0.89% | 1.14 CHF | 1.15 CHF | 82,000 | 82,000 | 81,624 | 81,624 | 91,118 CHF | 91,935 CHF | 99.42% | 99.42% |
05/07/2024 | 0.95% | 1.20 CHF | 1.21 CHF | 83,000 | 83,000 | 80,393 | 80,393 | 84,699 CHF | 85,503 CHF | 99.28% | 99.28% |
04/07/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 80,000 | 80,000 | 79,606 | 79,606 | 78,932 CHF | 79,728 CHF | 100.00% | 100.00% |
03/07/2024 | 0.89% | 1.09 CHF | 1.10 CHF | 81,000 | 81,000 | 81,630 | 81,630 | 91,364 CHF | 92,180 CHF | 100.00% | 100.00% |
02/07/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 85,000 | 85,000 | 85,225 | 85,225 | 111,924 CHF | 112,776 CHF | 99.98% | 99.98% |