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 | 18.59% | 0.07 CHF | 0.08 CHF | 500,000 | 250,000 | 500,000 | 200,209 | 34,426 CHF | 16,488 CHF | 99.21% | 99.21% |
12/07/2024 | 13.89% | 0.06 CHF | 0.07 CHF | 500,000 | 250,000 | 500,000 | 200,193 | 33,914 CHF | 15,494 CHF | 99.53% | 99.53% |
11/07/2024 | 22.62% | 0.07 CHF | 0.08 CHF | 500,000 | 250,000 | 499,997 | 200,205 | 23,617 CHF | 11,955 CHF | 98.03% | 98.03% |
10/07/2024 | 22.91% | 0.03 CHF | 0.04 CHF | 500,000 | 250,000 | 500,000 | 199,968 | 22,818 CHF | 11,304 CHF | 95.20% | 95.20% |
09/07/2024 | 19.13% | 0.05 CHF | 0.06 CHF | 500,000 | 250,000 | 500,000 | 200,190 | 23,919 CHF | 11,481 CHF | 99.53% | 99.53% |
08/07/2024 | 17.04% | 0.04 CHF | 0.05 CHF | 500,000 | 250,000 | 500,000 | 200,201 | 28,263 CHF | 13,220 CHF | 99.53% | 99.53% |