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 | 9.00% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 482,702 | 482,702 | 51,255 CHF | 56,082 CHF | 99.38% | 99.38% |
12/07/2024 | 7.60% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 408,494 | 408,494 | 51,752 CHF | 55,837 CHF | 99.07% | 99.07% |
11/07/2024 | 9.32% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 491,191 | 486,126 | 50,307 CHF | 54,662 CHF | 98.13% | 98.13% |
10/07/2024 | 9.45% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 488,491 | 483,571 | 49,235 CHF | 53,608 CHF | 58.30% | 58.30% |
09/07/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |