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 | 3.48% | 0.46 CHF | 0.47 CHF | 110,000 | 75,000 | 100,985 | 36,036 | 51,907 CHF | 18,633 CHF | 91.13% | 91.13% |
12/07/2024 | 5.57% | 0.43 CHF | 0.44 CHF | 120,000 | 75,000 | 159,127 | 37,071 | 52,033 CHF | 14,185 CHF | 81.21% | 81.21% |
11/07/2024 | 4.76% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 142,321 | 36,231 | 51,557 CHF | 13,361 CHF | 87.48% | 87.48% |
10/07/2024 | 5.24% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 154,717 | 38,195 | 51,759 CHF | 13,147 CHF | 76.67% | 76.67% |
09/07/2024 | 4.23% | 0.43 CHF | 0.44 CHF | 120,000 | 75,000 | 120,940 | 35,530 | 51,674 CHF | 16,239 CHF | 95.79% | 95.79% |
08/07/2024 | 10.66% | 0.41 CHF | 0.42 CHF | 130,000 | 75,000 | 283,053 | 31,953 | 51,068 CHF | 8,406 CHF | 87.01% | 87.01% |