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 | 5.56% | 0.38 CHF | 0.40 CHF | 73'526 | 50'000 | 72'899 | 50'000 | 25'528 CHF | 18'507 CHF | 98.73% | 98.73% |
12.07.2024 | 5.39% | 0.36 CHF | 0.38 CHF | 73'115 | 50'000 | 73'736 | 50'000 | 28'941 CHF | 20'707 CHF | 99.38% | 99.38% |
11.07.2024 | 5.63% | 0.35 CHF | 0.37 CHF | 72'819 | 50'000 | 73'519 | 50'000 | 27'493 CHF | 19'773 CHF | 99.16% | 99.16% |
10.07.2024 | 5.55% | 0.39 CHF | 0.41 CHF | 73'989 | 50'000 | 74'258 | 50'000 | 30'362 CHF | 21'607 CHF | 94.20% | 94.20% |