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 | 3.74% | 0.27 CHF | 0.28 CHF | 151'183 | 50'000 | 150'338 | 50'000 | 39'687 CHF | 13'691 CHF | 99.72% | 99.72% |
12.07.2024 | 3.93% | 0.26 CHF | 0.27 CHF | 149'615 | 50'000 | 149'399 | 50'000 | 37'263 CHF | 12'971 CHF | 99.01% | 99.01% |
11.07.2024 | 4.66% | 0.22 CHF | 0.23 CHF | 146'812 | 50'000 | 146'383 | 50'000 | 30'744 CHF | 11'001 CHF | 99.09% | 99.09% |
10.07.2024 | 4.54% | 0.21 CHF | 0.22 CHF | 146'928 | 50'000 | 146'822 | 50'000 | 31'654 CHF | 11'279 CHF | 100.00% | 100.00% |
09.07.2024 | 4.35% | 0.21 CHF | 0.22 CHF | 146'633 | 50'000 | 147'725 | 50'000 | 33'284 CHF | 11'764 CHF | 100.00% | 100.00% |
08.07.2024 | 4.95% | 0.21 CHF | 0.22 CHF | 145'772 | 50'000 | 144'913 | 50'000 | 28'559 CHF | 10'353 CHF | 100.00% | 100.00% |