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 | 3.20% | 0.32 CHF | 0.33 CHF | 151,797 | 50,000 | 150,222 | 50,000 | 46,283 CHF | 15,899 CHF | 99.71% | 99.71% |
12/07/2024 | 3.33% | 0.30 CHF | 0.31 CHF | 149,215 | 50,000 | 149,317 | 50,000 | 44,089 CHF | 15,263 CHF | 99.01% | 99.01% |
11/07/2024 | 3.86% | 0.27 CHF | 0.28 CHF | 146,668 | 50,000 | 146,183 | 50,000 | 37,176 CHF | 13,215 CHF | 99.09% | 99.09% |
10/07/2024 | 3.80% | 0.25 CHF | 0.26 CHF | 146,688 | 50,000 | 146,838 | 50,000 | 37,928 CHF | 13,415 CHF | 100.00% | 100.00% |
09/07/2024 | 3.64% | 0.26 CHF | 0.27 CHF | 146,474 | 50,000 | 147,704 | 50,000 | 39,850 CHF | 13,989 CHF | 100.00% | 100.00% |
08/07/2024 | 4.06% | 0.25 CHF | 0.26 CHF | 145,405 | 50,000 | 144,733 | 50,000 | 34,948 CHF | 12,572 CHF | 100.00% | 100.00% |