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 | 4.54% | 0.27 CHF | 0.28 CHF | 92'914 | 50'000 | 92'501 | 50'000 | 26'567 CHF | 15'026 CHF | 99.68% | 99.68% |
12.07.2024 | 5.70% | 0.27 CHF | 0.29 CHF | 92'759 | 50'000 | 93'626 | 50'000 | 21'976 CHF | 12'430 CHF | 86.33% | 99.01% |
11.07.2024 | 7.36% | 0.21 CHF | 0.22 CHF | 93'960 | 50'000 | 94'765 | 50'000 | 17'225 CHF | 9'786 CHF | 68.89% | 99.09% |
10.07.2024 | - | 0.14 CHF | - CHF | 95'918 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |