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 | 7.17% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 388,210 | 388,210 | 52,220 CHF | 56,102 CHF | 100.00% | 100.00% |
12/07/2024 | 7.00% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 379,738 | 379,738 | 52,387 CHF | 56,185 CHF | 99.67% | 99.67% |
11/07/2024 | 7.42% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 398,659 | 398,659 | 51,741 CHF | 55,728 CHF | 98.74% | 98.74% |
10/07/2024 | 7.95% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 415,888 | 415,887 | 50,287 CHF | 54,446 CHF | 59.02% | 59.02% |
09/07/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |