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 | 3.02% | 0.34 CHF | 0.35 CHF | 240,000 | 240,000 | 107,052 | 107,052 | 36,100 CHF | 37,176 CHF | 100.00% | 100.00% |
12/07/2024 | 2.97% | 0.34 CHF | 0.35 CHF | 240,000 | 240,000 | 107,044 | 107,044 | 36,243 CHF | 37,318 CHF | 100.00% | 100.00% |
11/07/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 210,000 | 210,000 | 98,647 | 98,647 | 37,235 CHF | 38,226 CHF | 100.00% | 100.00% |
10/07/2024 | 2.72% | 0.38 CHF | 0.39 CHF | 210,000 | 210,000 | 98,261 | 98,261 | 36,879 CHF | 37,866 CHF | 100.00% | 100.00% |
09/07/2024 | 2.82% | 0.36 CHF | 0.37 CHF | 220,000 | 220,000 | 101,082 | 101,082 | 36,756 CHF | 37,774 CHF | 100.00% | 100.00% |
08/07/2024 | 2.94% | 0.35 CHF | 0.36 CHF | 230,000 | 230,000 | 104,838 | 104,838 | 36,237 CHF | 37,292 CHF | 99.77% | 99.77% |