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 | 9.07% | 0.32 CHF | 0.33 CHF | 100,000 | 100,000 | 35,721 | 35,721 | 11,997 CHF | 12,484 CHF | 99.74% | 99.74% |
12/07/2024 | 4.31% | 0.43 CHF | 0.44 CHF | 100,000 | 100,000 | 45,941 | 45,941 | 18,126 CHF | 18,790 CHF | 100.00% | 100.00% |
11/07/2024 | 3.92% | 0.38 CHF | 0.39 CHF | 110,000 | 110,000 | 50,738 | 50,738 | 17,281 CHF | 17,870 CHF | 99.71% | 99.71% |
10/07/2024 | 4.18% | 0.31 CHF | 0.32 CHF | 120,000 | 120,000 | 53,489 | 53,489 | 16,286 CHF | 16,902 CHF | 99.95% | 99.95% |
09/07/2024 | 4.20% | 0.31 CHF | 0.32 CHF | 120,000 | 120,000 | 53,524 | 53,524 | 16,256 CHF | 16,874 CHF | 99.62% | 99.62% |
08/07/2024 | 4.12% | 0.30 CHF | 0.31 CHF | 120,000 | 120,000 | 53,480 | 53,480 | 16,466 CHF | 17,083 CHF | 99.99% | 99.99% |