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 | 0.93% | 3.66 CHF | 3.67 CHF | 20,000 | 10,000 | 20,000 | 5,909 | 71,908 CHF | 21,476 CHF | 88.19% | 88.19% |
12/07/2024 | 1.03% | 3.56 CHF | 3.57 CHF | 20,000 | 10,000 | 20,000 | 5,819 | 66,680 CHF | 19,721 CHF | 98.63% | 98.63% |
11/07/2024 | 0.99% | 3.48 CHF | 3.49 CHF | 20,000 | 10,000 | 20,000 | 5,804 | 68,200 CHF | 20,053 CHF | 99.13% | 99.13% |
10/07/2024 | 0.99% | 2.89 CHF | 2.90 CHF | 20,000 | 10,000 | 20,000 | 5,804 | 67,149 CHF | 19,238 CHF | 99.61% | 99.61% |
09/07/2024 | 0.87% | 3.42 CHF | 3.43 CHF | 20,000 | 10,000 | 20,000 | 5,805 | 76,705 CHF | 22,030 CHF | 99.61% | 99.61% |
08/07/2024 | 0.43% | 4.07 CHF | 4.08 CHF | 20,000 | 10,000 | 20,000 | 5,848 | 85,416 CHF | 24,917 CHF | 94.55% | 94.55% |