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 | 0.65% | 5.15 CHF | 5.16 CHF | 10,000 | 10,000 | 10,000 | 5,909 | 51,819 CHF | 30,755 CHF | 88.24% | 88.24% |
12/07/2024 | 0.62% | 5.25 CHF | 5.26 CHF | 10,000 | 10,000 | 10,000 | 5,821 | 54,604 CHF | 31,822 CHF | 98.49% | 98.49% |
11/07/2024 | 0.62% | 5.32 CHF | 5.33 CHF | 10,000 | 10,000 | 10,000 | 5,802 | 54,013 CHF | 31,400 CHF | 99.03% | 99.03% |
10/07/2024 | 0.63% | 5.97 CHF | 5.98 CHF | 10,000 | 10,000 | 10,000 | 5,805 | 54,716 CHF | 32,395 CHF | 99.58% | 99.58% |
09/07/2024 | 0.69% | 5.44 CHF | 5.45 CHF | 10,000 | 10,000 | 17,776 | 5,805 | 88,086 CHF | 29,619 CHF | 99.58% | 99.58% |
08/07/2024 | 0.41% | 4.80 CHF | 4.81 CHF | 20,000 | 10,000 | 20,000 | 5,848 | 91,572 CHF | 27,046 CHF | 94.62% | 94.62% |