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 | 7.34% | 0.13 CHF | 0.14 CHF | 109,661 | 20,000 | 109,535 | 20,000 | 14,426 CHF | 2,834 CHF | 93.15% | 93.15% |
12/07/2024 | 13.98% | 0.05 CHF | 0.07 CHF | 111,706 | 20,000 | 111,526 | 20,000 | 7,533 CHF | 1,551 CHF | 85.55% | 99.01% |
11/07/2024 | 10.24% | 0.09 CHF | 0.13 CHF | 110,636 | 20,000 | 110,913 | 20,000 | 10,550 CHF | 2,105 CHF | 18.97% | 99.08% |
10/07/2024 | 7.89% | 0.12 CHF | 0.13 CHF | 110,424 | 20,000 | 110,315 | 20,000 | 13,450 CHF | 2,639 CHF | 75.48% | 100.00% |
09/07/2024 | - | 0.06 CHF | - CHF | 111,976 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
08/07/2024 | 8.00% | 0.09 CHF | 0.13 CHF | 110,866 | 20,000 | 110,248 | 20,000 | 13,230 CHF | 2,600 CHF | 0.02% | 98.29% |