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 | 13.26% | 0.09 CHF | 0.11 CHF | 123,507 | 50,000 | 121,842 | 50,000 | 17,037 CHF | 7,957 CHF | 99.43% | 99.43% |
12/07/2024 | 12.31% | 0.16 CHF | 0.18 CHF | 121,130 | 50,000 | 121,838 | 50,000 | 17,699 CHF | 8,214 CHF | 99.01% | 99.01% |
11/07/2024 | 10.62% | 0.16 CHF | 0.18 CHF | 121,026 | 50,000 | 121,708 | 50,000 | 19,209 CHF | 8,775 CHF | 97.89% | 97.89% |
10/07/2024 | 16.64% | 0.11 CHF | 0.13 CHF | 123,468 | 50,000 | 123,620 | 50,000 | 12,746 CHF | 6,042 CHF | 99.81% | 99.81% |