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 | 4.54% | 0.27 CHF | 0.28 CHF | 92,914 | 50,000 | 92,501 | 50,000 | 26,567 CHF | 15,026 CHF | 99.68% | 99.68% |
12/07/2024 | 5.70% | 0.27 CHF | 0.29 CHF | 92,759 | 50,000 | 93,626 | 50,000 | 21,976 CHF | 12,430 CHF | 86.33% | 99.01% |
11/07/2024 | 7.36% | 0.21 CHF | 0.22 CHF | 93,960 | 50,000 | 94,765 | 50,000 | 17,225 CHF | 9,786 CHF | 68.89% | 99.09% |
10/07/2024 | - | 0.14 CHF | - CHF | 95,918 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |