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 | 8.29% | 0.20 CHF | 0.21 CHF | 260,000 | 25,000 | 238,322 | 20,014 | 51,117 CHF | 4,642 CHF | 99.32% | 99.32% |
12/07/2024 | 9.17% | 0.21 CHF | 0.22 CHF | 250,000 | 25,000 | 259,725 | 20,014 | 50,870 CHF | 4,305 CHF | 99.64% | 99.64% |
11/07/2024 | 10.32% | 0.16 CHF | 0.17 CHF | 310,000 | 25,000 | 296,571 | 20,018 | 50,941 CHF | 3,888 CHF | 90.71% | 90.71% |
10/07/2024 | 17.51% | 0.12 CHF | 0.13 CHF | 410,000 | 25,000 | 476,964 | 20,015 | 47,353 CHF | 2,410 CHF | 99.58% | 99.58% |
09/07/2024 | 16.29% | 0.06 CHF | 0.07 CHF | 500,000 | 25,000 | 462,885 | 20,015 | 47,836 CHF | 2,402 CHF | 99.63% | 99.63% |