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 | 1.19% | 5.59 CHF | 5.66 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 111'616 CHF | 112'951 CHF | 98.73% | 98.73% |
12.07.2024 | 1.21% | 5.46 CHF | 5.53 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 105'579 CHF | 106'860 CHF | 99.38% | 99.38% |
11.07.2024 | 1.18% | 5.18 CHF | 5.24 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 100'773 CHF | 101'973 CHF | 95.00% | 95.00% |
10.07.2024 | 1.26% | 4.78 CHF | 4.84 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 93'806 CHF | 94'998 CHF | 99.52% | 99.52% |