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 | 7.16% | 0.14 CHF | 0.15 CHF | 400'000 | 400'000 | 388'220 | 388'220 | 52'301 CHF | 56'183 CHF | 99.39% | 99.39% |
12.07.2024 | 6.37% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 344'922 | 344'922 | 52'447 CHF | 55'896 CHF | 99.05% | 99.05% |
11.07.2024 | 7.39% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 397'848 | 397'848 | 51'862 CHF | 55'841 CHF | 85.44% | 85.44% |
10.07.2024 | 7.62% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 402'812 | 402'812 | 50'878 CHF | 54'906 CHF | 58.28% | 58.28% |
09.07.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |