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 | 9.73% | 0.11 CHF | 0.11 CHF | 460,000 | 250,000 | 491,584 | 200,126 | 50,464 CHF | 22,521 CHF | 99.37% | 99.37% |
12/07/2024 | 10.14% | 0.10 CHF | 0.10 CHF | 500,000 | 250,000 | 499,984 | 200,123 | 48,738 CHF | 21,486 CHF | 99.68% | 99.68% |
11/07/2024 | 12.97% | 0.10 CHF | 0.11 CHF | 500,000 | 250,000 | 497,513 | 200,130 | 39,592 CHF | 18,281 CHF | 98.19% | 98.19% |
10/07/2024 | 12.85% | 0.07 CHF | 0.07 CHF | 500,000 | 250,000 | 500,000 | 199,888 | 37,877 CHF | 17,123 CHF | 95.36% | 95.36% |
09/07/2024 | 12.40% | 0.08 CHF | 0.09 CHF | 500,000 | 250,000 | 500,000 | 200,119 | 39,152 CHF | 17,621 CHF | 99.69% | 99.69% |
08/07/2024 | 11.14% | 0.08 CHF | 0.08 CHF | 500,000 | 250,000 | 500,000 | 200,129 | 44,007 CHF | 19,537 CHF | 99.68% | 99.68% |