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 | 8.66% | 0.15 CHF | 0.16 CHF | 219'484 | 75'000 | 217'621 | 75'000 | 24'431 CHF | 9'166 CHF | 98.74% | 98.74% |
12.07.2024 | 7.48% | 0.10 CHF | 0.11 CHF | 217'271 | 75'000 | 218'903 | 75'000 | 28'449 CHF | 10'494 CHF | 99.38% | 99.38% |
11.07.2024 | 6.60% | 0.14 CHF | 0.15 CHF | 219'183 | 75'000 | 220'031 | 75'000 | 32'319 CHF | 11'765 CHF | 99.16% | 99.16% |
10.07.2024 | 6.08% | 0.16 CHF | 0.17 CHF | 221'696 | 75'000 | 221'086 | 75'000 | 35'395 CHF | 12'756 CHF | 99.38% | 99.38% |
09.07.2024 | 5.27% | 0.21 CHF | 0.22 CHF | 223'583 | 75'000 | 222'476 | 75'000 | 41'349 CHF | 14'687 CHF | 100.00% | 100.00% |
08.07.2024 | 5.81% | 0.17 CHF | 0.18 CHF | 221'598 | 75'000 | 220'927 | 75'000 | 36'956 CHF | 13'295 CHF | 100.00% | 100.00% |