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 | 2.27% | 1.05 CHF | 1.07 CHF | 50'000 | 50'000 | 50'117 | 50'000 | 51'210 CHF | 52'269 CHF | 98.73% | 98.73% |
12.07.2024 | 1.86% | 1.03 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'376 CHF | 54'376 CHF | 99.38% | 99.38% |
11.07.2024 | 1.89% | 1.02 CHF | 1.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'357 CHF | 53'357 CHF | 99.16% | 99.16% |
10.07.2024 | 1.83% | 1.06 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'234 CHF | 55'234 CHF | 94.20% | 94.20% |