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 | 6.19% | 0.24 CHF | 0.26 CHF | 123,664 | 50,000 | 121,848 | 50,000 | 35,221 CHF | 15,382 CHF | 99.73% | 99.73% |
12/07/2024 | 9.49% | 0.30 CHF | 0.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,235 CHF | 7,954 CHF | 99.01% | 99.01% |
11/07/2024 | 9.00% | 0.31 CHF | 0.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,516 CHF | 8,225 CHF | 99.09% | 99.09% |
10/07/2024 | 10.84% | 0.26 CHF | 0.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,217 CHF | 6,924 CHF | 99.81% | 99.81% |
09/07/2024 | 9.37% | 0.28 CHF | 0.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,379 CHF | 8,104 CHF | 100.00% | 100.00% |
08/07/2024 | 5.53% | 0.30 CHF | 0.32 CHF | 121,814 | 50,000 | 120,652 | 50,000 | 40,314 CHF | 17,658 CHF | 100.00% | 100.00% |