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 | 12.77% | 0.07 CHF | 0.08 CHF | 230,000 | 230,000 | 230,000 | 230,000 | 16,881 CHF | 19,181 CHF | 100.00% | 100.00% |
12/07/2024 | 12.84% | 0.08 CHF | 0.09 CHF | 230,000 | 230,000 | 230,000 | 230,000 | 16,780 CHF | 19,080 CHF | 100.00% | 100.00% |
11/07/2024 | 13.11% | 0.07 CHF | 0.08 CHF | 230,000 | 230,000 | 230,000 | 230,000 | 16,405 CHF | 18,705 CHF | 99.99% | 99.99% |
10/07/2024 | 13.16% | 0.08 CHF | 0.09 CHF | 230,000 | 230,000 | 230,000 | 230,000 | 16,335 CHF | 18,635 CHF | 100.00% | 100.00% |
09/07/2024 | 13.50% | 0.07 CHF | 0.08 CHF | 230,000 | 230,000 | 232,655 | 232,655 | 16,162 CHF | 18,495 CHF | 100.00% | 100.00% |
08/07/2024 | 12.53% | 0.08 CHF | 0.09 CHF | 230,000 | 230,000 | 229,567 | 229,567 | 17,241 CHF | 19,541 CHF | 100.00% | 100.00% |