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 | 5.36% | 0.32 CHF | 0.33 CHF | 160,000 | 25,000 | 151,695 | 20,015 | 51,324 CHF | 7,120 CHF | 99.31% | 99.31% |
12/07/2024 | 5.69% | 0.33 CHF | 0.34 CHF | 160,000 | 25,000 | 160,248 | 20,014 | 51,247 CHF | 6,781 CHF | 99.64% | 99.64% |
11/07/2024 | 6.10% | 0.29 CHF | 0.30 CHF | 180,000 | 25,000 | 172,662 | 20,016 | 51,296 CHF | 6,369 CHF | 90.82% | 90.82% |
10/07/2024 | 8.08% | 0.25 CHF | 0.26 CHF | 210,000 | 25,000 | 227,736 | 20,014 | 50,972 CHF | 4,896 CHF | 99.59% | 99.59% |
09/07/2024 | 7.77% | 0.19 CHF | 0.20 CHF | 270,000 | 25,000 | 227,041 | 20,015 | 51,494 CHF | 4,884 CHF | 99.64% | 99.64% |
08/07/2024 | 7.16% | 0.24 CHF | 0.25 CHF | 220,000 | 25,000 | 205,185 | 20,014 | 51,018 CHF | 5,328 CHF | 99.65% | 99.65% |