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 | 9.00% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 482'702 | 482'702 | 51'255 CHF | 56'082 CHF | 99.38% | 99.38% |
12.07.2024 | 7.60% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 408'494 | 408'494 | 51'752 CHF | 55'837 CHF | 99.07% | 99.07% |
11.07.2024 | 9.32% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 491'191 | 486'126 | 50'307 CHF | 54'662 CHF | 98.13% | 98.13% |
10.07.2024 | 9.45% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 488'491 | 483'571 | 49'235 CHF | 53'608 CHF | 58.30% | 58.30% |
09.07.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |