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 | 3.56% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 195'962 | 195'962 | 54'066 CHF | 56'025 CHF | 99.39% | 99.39% |
12.07.2024 | 3.27% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 176'316 | 176'316 | 53'167 CHF | 54'930 CHF | 99.08% | 99.08% |
11.07.2024 | 3.06% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 170'704 | 170'704 | 54'911 CHF | 56'618 CHF | 97.99% | 97.99% |
10.07.2024 | 3.13% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 172'152 | 172'152 | 54'196 CHF | 55'917 CHF | 58.05% | 58.05% |
09.07.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |