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 | 1.70% | 0.61 CHF | 0.62 CHF | 120,000 | 120,000 | 53,526 | 53,526 | 32,210 CHF | 32,748 CHF | 100.00% | 100.00% |
12/07/2024 | 1.88% | 0.57 CHF | 0.58 CHF | 120,000 | 120,000 | 53,518 | 53,518 | 29,498 CHF | 30,036 CHF | 99.99% | 99.99% |
11/07/2024 | 1.90% | 0.55 CHF | 0.56 CHF | 120,000 | 120,000 | 60,452 | 60,452 | 32,483 CHF | 33,090 CHF | 99.99% | 99.99% |
10/07/2024 | 1.97% | 0.51 CHF | 0.52 CHF | 130,000 | 130,000 | 61,034 | 61,034 | 31,323 CHF | 31,936 CHF | 99.90% | 99.90% |
09/07/2024 | 1.92% | 0.51 CHF | 0.52 CHF | 130,000 | 130,000 | 59,908 | 59,908 | 31,765 CHF | 32,368 CHF | 100.00% | 100.00% |
08/07/2024 | 1.98% | 0.53 CHF | 0.54 CHF | 130,000 | 130,000 | 60,935 | 60,935 | 31,929 CHF | 32,541 CHF | 99.77% | 99.77% |