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 | 11.20% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 599,768 | 302,789 | 50,572 CHF | 28,554 CHF | 99.39% | 99.39% |
12/07/2024 | 11.83% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 625,293 | 326,155 | 49,744 CHF | 29,209 CHF | 99.07% | 99.07% |
11/07/2024 | 11.96% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 632,534 | 328,951 | 49,757 CHF | 29,154 CHF | 97.89% | 97.89% |
10/07/2024 | 11.04% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 593,854 | 298,705 | 50,820 CHF | 28,548 CHF | 56.32% | 56.32% |
09/07/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |