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 | 13.26% | 0.09 CHF | 0.11 CHF | 123'507 | 50'000 | 121'842 | 50'000 | 17'037 CHF | 7'957 CHF | 99.43% | 99.43% |
12.07.2024 | 12.31% | 0.16 CHF | 0.18 CHF | 121'130 | 50'000 | 121'838 | 50'000 | 17'699 CHF | 8'214 CHF | 99.01% | 99.01% |
11.07.2024 | 10.62% | 0.16 CHF | 0.18 CHF | 121'026 | 50'000 | 121'708 | 50'000 | 19'209 CHF | 8'775 CHF | 97.89% | 97.89% |
10.07.2024 | 16.64% | 0.11 CHF | 0.13 CHF | 123'468 | 50'000 | 123'620 | 50'000 | 12'746 CHF | 6'042 CHF | 99.81% | 99.81% |