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 | 8.61% | 0.16 CHF | 0.18 CHF | 123,664 | 50,000 | 121,832 | 50,000 | 25,389 CHF | 11,355 CHF | 99.73% | 99.73% |
12/07/2024 | 8.16% | 0.23 CHF | 0.25 CHF | 121,258 | 50,000 | 121,843 | 50,000 | 26,088 CHF | 11,618 CHF | 99.01% | 99.01% |
11/07/2024 | 7.23% | 0.23 CHF | 0.25 CHF | 120,952 | 50,000 | 121,680 | 50,000 | 27,458 CHF | 12,129 CHF | 99.04% | 99.04% |
10/07/2024 | 10.32% | 0.18 CHF | 0.20 CHF | 123,387 | 50,000 | 123,615 | 50,000 | 21,238 CHF | 9,511 CHF | 99.81% | 99.81% |