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 | 7.16% | 0.14 CHF | 0.15 CHF | 400,000 | 400,000 | 388,220 | 388,220 | 52,301 CHF | 56,183 CHF | 99.39% | 99.39% |
12/07/2024 | 6.37% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 344,922 | 344,922 | 52,447 CHF | 55,896 CHF | 99.05% | 99.05% |
11/07/2024 | 7.39% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 397,848 | 397,848 | 51,862 CHF | 55,841 CHF | 85.44% | 85.44% |
10/07/2024 | 7.62% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 402,812 | 402,812 | 50,878 CHF | 54,906 CHF | 58.28% | 58.28% |
09/07/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |