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 | 2.49% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 130'517 | 130'517 | 51'787 CHF | 53'092 CHF | 98.99% | 98.99% |
12.07.2024 | 2.70% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 146'771 | 146'771 | 53'700 CHF | 55'168 CHF | 98.83% | 98.83% |
11.07.2024 | 2.27% | 0.39 CHF | 0.40 CHF | 125'000 | 125'000 | 125'528 | 125'528 | 54'770 CHF | 56'025 CHF | 97.98% | 97.98% |
10.07.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 115'938 | 115'938 | 48'464 CHF | 49'623 CHF | 14.11% | 14.11% |
09.07.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |