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 | 3.22% | 0.43 CHF | 0.44 CHF | 92,914 | 50,000 | 92,499 | 50,000 | 41,367 CHF | 23,094 CHF | 99.68% | 99.68% |
12/07/2024 | 3.54% | 0.43 CHF | 0.45 CHF | 92,759 | 50,000 | 93,817 | 50,000 | 36,120 CHF | 19,958 CHF | 99.01% | 99.01% |
11/07/2024 | 4.12% | 0.37 CHF | 0.38 CHF | 93,974 | 50,000 | 94,956 | 50,000 | 31,842 CHF | 17,476 CHF | 99.09% | 99.09% |
10/07/2024 | 4.70% | 0.30 CHF | 0.31 CHF | 95,918 | 50,000 | 96,411 | 50,000 | 26,196 CHF | 14,238 CHF | 100.00% | 100.00% |
09/07/2024 | 4.95% | 0.24 CHF | 0.25 CHF | 97,186 | 50,000 | 96,292 | 50,000 | 26,633 CHF | 14,530 CHF | 99.69% | 99.69% |
08/07/2024 | 5.30% | 0.25 CHF | 0.27 CHF | 96,674 | 50,000 | 96,168 | 50,000 | 26,109 CHF | 14,316 CHF | 100.00% | 100.00% |