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 | 2.98% | 0.33 CHF | 0.34 CHF | 120,000 | 120,000 | 116,874 | 116,874 | 38,618 CHF | 39,787 CHF | 100.00% | 100.00% |
12/07/2024 | 2.76% | 0.36 CHF | 0.37 CHF | 120,000 | 120,000 | 116,877 | 116,877 | 41,820 CHF | 42,989 CHF | 100.00% | 100.00% |
11/07/2024 | 2.76% | 0.35 CHF | 0.36 CHF | 120,000 | 120,000 | 116,875 | 116,875 | 41,744 CHF | 42,913 CHF | 99.99% | 99.99% |
10/07/2024 | 2.82% | 0.36 CHF | 0.37 CHF | 120,000 | 120,000 | 116,873 | 116,873 | 40,903 CHF | 42,072 CHF | 100.00% | 100.00% |
09/07/2024 | 2.75% | 0.35 CHF | 0.36 CHF | 120,000 | 120,000 | 116,569 | 116,569 | 41,949 CHF | 43,117 CHF | 100.00% | 100.00% |
08/07/2024 | 2.70% | 0.36 CHF | 0.37 CHF | 120,000 | 120,000 | 116,642 | 116,642 | 42,741 CHF | 43,910 CHF | 100.00% | 100.00% |