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 | 5.03% | 0.17 CHF | 0.18 CHF | 118'085 | 50'000 | 117'340 | 50'000 | 22'834 CHF | 10'231 CHF | 98.52% | 98.52% |
12.07.2024 | 5.23% | 0.17 CHF | 0.18 CHF | 118'071 | 50'000 | 117'887 | 50'000 | 22'018 CHF | 9'839 CHF | 99.38% | 99.38% |
11.07.2024 | 5.23% | 0.18 CHF | 0.19 CHF | 118'019 | 50'000 | 118'006 | 50'000 | 22'013 CHF | 9'827 CHF | 99.15% | 99.15% |
10.07.2024 | 7.15% | 0.16 CHF | 0.17 CHF | 119'376 | 50'000 | 119'699 | 50'000 | 16'224 CHF | 7'278 CHF | 100.00% | 100.00% |