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 | 2.96% | 2.05 CHF | 2.11 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 30,017 CHF | 30,917 CHF | 100.00% | 100.00% |
12/07/2024 | 3.20% | 1.79 CHF | 1.85 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 27,669 CHF | 28,569 CHF | 100.00% | 100.00% |
11/07/2024 | 4.10% | 1.29 CHF | 1.35 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 21,789 CHF | 22,689 CHF | 71.56% | 71.56% |
10/07/2024 | 3.85% | 1.59 CHF | 1.65 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 22,962 CHF | 23,862 CHF | 99.37% | 99.37% |
09/07/2024 | 5.12% | 1.76 CHF | 1.82 CHF | 15,000 | 15,000 | 14,997 | 14,997 | 17,299 CHF | 18,199 CHF | 99.00% | 99.00% |