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 | 2.43% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 78,371 | 30,733 | 52,966 CHF | 21,361 CHF | 55.82% | 55.82% |
12/07/2024 | 2.71% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 100,764 | 38,671 | 51,775 CHF | 21,151 CHF | 33.81% | 33.81% |
11/07/2024 | 3.32% | 0.46 CHF | 0.47 CHF | 110,000 | 50,000 | 102,328 | 28,020 | 52,848 CHF | 14,635 CHF | 66.51% | 66.51% |
10/07/2024 | 3.69% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 107,452 | 25,910 | 52,392 CHF | 13,046 CHF | 90.26% | 90.26% |
09/07/2024 | 4.97% | 0.39 CHF | 0.40 CHF | 130,000 | 50,000 | 141,942 | 25,332 | 51,679 CHF | 9,889 CHF | 99.60% | 99.60% |
08/07/2024 | 5.80% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 166,595 | 26,466 | 51,773 CHF | 8,983 CHF | 81.99% | 81.99% |