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 | 0.55% | 6.00 CHF | 6.01 CHF | 10,000 | 10,000 | 10,000 | 5,907 | 60,372 CHF | 35,798 CHF | 88.31% | 88.31% |
12/07/2024 | 0.54% | 6.11 CHF | 6.12 CHF | 10,000 | 10,000 | 10,000 | 5,819 | 63,192 CHF | 36,808 CHF | 98.68% | 98.68% |
11/07/2024 | 0.54% | 6.18 CHF | 6.19 CHF | 10,000 | 10,000 | 10,000 | 5,802 | 62,629 CHF | 36,394 CHF | 99.08% | 99.08% |
10/07/2024 | 0.55% | 6.84 CHF | 6.85 CHF | 10,000 | 10,000 | 10,000 | 5,804 | 63,341 CHF | 37,397 CHF | 99.63% | 99.63% |
09/07/2024 | 0.58% | 6.30 CHF | 6.31 CHF | 10,000 | 10,000 | 10,000 | 5,804 | 58,636 CHF | 34,624 CHF | 99.62% | 99.62% |
08/07/2024 | 0.35% | 5.66 CHF | 5.67 CHF | 10,000 | 10,000 | 10,000 | 5,848 | 54,402 CHF | 32,087 CHF | 94.50% | 94.50% |