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 | 1.40% | 2.31 CHF | 2.32 CHF | 30,000 | 10,000 | 30,000 | 5,908 | 70,458 CHF | 14,007 CHF | 88.30% | 88.30% |
12/07/2024 | 1.28% | 2.42 CHF | 2.43 CHF | 30,000 | 10,000 | 20,959 | 5,819 | 54,881 CHF | 15,327 CHF | 98.65% | 98.65% |
11/07/2024 | 1.32% | 2.50 CHF | 2.51 CHF | 20,000 | 10,000 | 21,385 | 5,808 | 54,626 CHF | 14,968 CHF | 99.22% | 99.22% |
10/07/2024 | 1.33% | 3.13 CHF | 3.14 CHF | 20,000 | 10,000 | 20,580 | 5,804 | 54,054 CHF | 15,893 CHF | 99.62% | 99.62% |
09/07/2024 | 1.63% | 2.60 CHF | 2.61 CHF | 20,000 | 10,000 | 28,577 | 5,804 | 61,074 CHF | 13,131 CHF | 99.62% | 99.62% |
08/07/2024 | 1.07% | 1.96 CHF | 1.97 CHF | 30,000 | 10,000 | 30,218 | 5,846 | 52,729 CHF | 10,474 CHF | 94.68% | 94.68% |