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 | 2.54% | 0.39 CHF | 0.40 CHF | 100,000 | 100,000 | 97,395 | 97,395 | 37,886 CHF | 38,860 CHF | 100.00% | 100.00% |
12/07/2024 | 2.43% | 0.41 CHF | 0.42 CHF | 100,000 | 100,000 | 97,397 | 97,397 | 39,650 CHF | 40,624 CHF | 100.00% | 100.00% |
11/07/2024 | 2.37% | 0.41 CHF | 0.42 CHF | 100,000 | 100,000 | 97,395 | 97,395 | 40,614 CHF | 41,588 CHF | 100.00% | 100.00% |
10/07/2024 | 2.56% | 0.40 CHF | 0.41 CHF | 100,000 | 100,000 | 98,091 | 98,091 | 37,864 CHF | 38,845 CHF | 100.00% | 100.00% |
09/07/2024 | 2.46% | 0.39 CHF | 0.40 CHF | 100,000 | 100,000 | 97,140 | 97,140 | 39,193 CHF | 40,167 CHF | 100.00% | 100.00% |
08/07/2024 | 2.53% | 0.39 CHF | 0.40 CHF | 100,000 | 100,000 | 97,202 | 97,202 | 38,115 CHF | 39,089 CHF | 100.00% | 100.00% |