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 | 2.06% | 1.57 CHF | 1.58 CHF | 40,000 | 10,000 | 39,864 | 5,910 | 63,868 CHF | 9,606 CHF | 88.20% | 88.20% |
12/07/2024 | 1.78% | 1.67 CHF | 1.68 CHF | 30,000 | 10,000 | 30,040 | 5,823 | 56,405 CHF | 10,978 CHF | 98.36% | 98.36% |
11/07/2024 | 1.86% | 1.75 CHF | 1.76 CHF | 30,000 | 10,000 | 30,695 | 5,798 | 55,565 CHF | 10,601 CHF | 98.90% | 98.90% |
10/07/2024 | 1.89% | 2.38 CHF | 2.39 CHF | 30,000 | 10,000 | 30,000 | 5,807 | 56,331 CHF | 11,528 CHF | 99.53% | 99.53% |
09/07/2024 | 2.52% | 1.85 CHF | 1.86 CHF | 30,000 | 10,000 | 38,480 | 5,805 | 53,479 CHF | 8,765 CHF | 99.59% | 99.59% |
08/07/2024 | 1.90% | 1.21 CHF | 1.22 CHF | 50,000 | 10,000 | 57,819 | 5,847 | 57,093 CHF | 6,075 CHF | 94.64% | 94.64% |