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 | 3.74% | 0.27 CHF | 0.28 CHF | 151,183 | 50,000 | 150,338 | 50,000 | 39,687 CHF | 13,691 CHF | 99.72% | 99.72% |
12/07/2024 | 3.93% | 0.26 CHF | 0.27 CHF | 149,615 | 50,000 | 149,399 | 50,000 | 37,263 CHF | 12,971 CHF | 99.01% | 99.01% |
11/07/2024 | 4.66% | 0.22 CHF | 0.23 CHF | 146,812 | 50,000 | 146,383 | 50,000 | 30,744 CHF | 11,001 CHF | 99.09% | 99.09% |
10/07/2024 | 4.54% | 0.21 CHF | 0.22 CHF | 146,928 | 50,000 | 146,822 | 50,000 | 31,654 CHF | 11,279 CHF | 100.00% | 100.00% |
09/07/2024 | 4.35% | 0.21 CHF | 0.22 CHF | 146,633 | 50,000 | 147,725 | 50,000 | 33,284 CHF | 11,764 CHF | 100.00% | 100.00% |
08/07/2024 | 4.95% | 0.21 CHF | 0.22 CHF | 145,772 | 50,000 | 144,913 | 50,000 | 28,559 CHF | 10,353 CHF | 100.00% | 100.00% |