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 | 4.32% | 0.22 CHF | 0.23 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 42,999 CHF | 44,899 CHF | 100.00% | 100.00% |
12/07/2024 | 4.28% | 0.23 CHF | 0.24 CHF | 190,000 | 190,000 | 191,603 | 191,603 | 43,788 CHF | 45,704 CHF | 100.00% | 100.00% |
11/07/2024 | 4.40% | 0.22 CHF | 0.23 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 42,199 CHF | 44,099 CHF | 99.99% | 99.99% |
10/07/2024 | 4.39% | 0.22 CHF | 0.23 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 44,605 CHF | 46,605 CHF | 100.00% | 100.00% |
09/07/2024 | 4.69% | 0.21 CHF | 0.22 CHF | 190,000 | 190,000 | 192,781 | 192,781 | 40,324 CHF | 42,257 CHF | 100.00% | 100.00% |
08/07/2024 | 4.36% | 0.23 CHF | 0.24 CHF | 190,000 | 190,000 | 198,741 | 198,741 | 44,718 CHF | 46,709 CHF | 100.00% | 100.00% |