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 | 11.20% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 599'768 | 302'789 | 50'572 CHF | 28'554 CHF | 99.39% | 99.39% |
12.07.2024 | 11.83% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 625'293 | 326'155 | 49'744 CHF | 29'209 CHF | 99.07% | 99.07% |
11.07.2024 | 11.96% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 632'534 | 328'951 | 49'757 CHF | 29'154 CHF | 97.89% | 97.89% |
10.07.2024 | 11.04% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 593'854 | 298'705 | 50'820 CHF | 28'548 CHF | 56.32% | 56.32% |
09.07.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |