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 | - | 0.33 CHF | - CHF | 25,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 93.48% |
12/07/2024 | 0.60% | 0.54 CHF | 0.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,469 CHF | 12,544 CHF | 100.00% | 100.00% |
11/07/2024 | 0.85% | 0.40 CHF | 0.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,781 CHF | 8,856 CHF | 99.95% | 99.95% |
10/07/2024 | 1.42% | 0.27 CHF | 0.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,437 CHF | 5,512 CHF | 100.00% | 100.00% |
09/07/2024 | 1.35% | 0.16 CHF | 0.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,596 CHF | 5,671 CHF | 99.98% | 99.98% |