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 | 1.37% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,885 | 75,000 | 55,136 CHF | 55,258 CHF | 98.73% | 98.73% |
12/07/2024 | 1.41% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 75,142 | 75,000 | 55,946 CHF | 56,636 CHF | 99.38% | 99.38% |
11/07/2024 | 1.39% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,092 CHF | 57,891 CHF | 99.16% | 99.16% |
10/07/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,129 CHF | 58,879 CHF | 99.38% | 99.38% |
09/07/2024 | 1.24% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,055 CHF | 60,805 CHF | 100.00% | 100.00% |
08/07/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,632 CHF | 59,382 CHF | 97.25% | 97.25% |