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 | 7.81% | 0.18 CHF | 0.19 CHF | 123,476 | 50,000 | 121,844 | 50,000 | 27,297 CHF | 12,112 CHF | 99.71% | 99.71% |
12/07/2024 | 12.11% | 0.24 CHF | 0.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,606 CHF | 6,328 CHF | 99.01% | 99.01% |
11/07/2024 | 10.81% | 0.24 CHF | 0.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,892 CHF | 6,565 CHF | 99.04% | 99.04% |
10/07/2024 | 14.54% | 0.19 CHF | 0.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,559 CHF | 5,259 CHF | 99.81% | 99.81% |
09/07/2024 | 11.13% | 0.21 CHF | 0.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,754 CHF | 6,432 CHF | 100.00% | 100.00% |
08/07/2024 | 6.91% | 0.23 CHF | 0.25 CHF | 122,046 | 50,000 | 120,651 | 50,000 | 32,532 CHF | 14,446 CHF | 100.00% | 100.00% |