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 | 3.20% | 0.32 CHF | 0.33 CHF | 151'797 | 50'000 | 150'222 | 50'000 | 46'283 CHF | 15'899 CHF | 99.71% | 99.71% |
12.07.2024 | 3.33% | 0.30 CHF | 0.31 CHF | 149'215 | 50'000 | 149'317 | 50'000 | 44'089 CHF | 15'263 CHF | 99.01% | 99.01% |
11.07.2024 | 3.86% | 0.27 CHF | 0.28 CHF | 146'668 | 50'000 | 146'183 | 50'000 | 37'176 CHF | 13'215 CHF | 99.09% | 99.09% |
10.07.2024 | 3.80% | 0.25 CHF | 0.26 CHF | 146'688 | 50'000 | 146'838 | 50'000 | 37'928 CHF | 13'415 CHF | 100.00% | 100.00% |
09.07.2024 | 3.64% | 0.26 CHF | 0.27 CHF | 146'474 | 50'000 | 147'704 | 50'000 | 39'850 CHF | 13'989 CHF | 100.00% | 100.00% |
08.07.2024 | 4.06% | 0.25 CHF | 0.26 CHF | 145'405 | 50'000 | 144'733 | 50'000 | 34'948 CHF | 12'572 CHF | 100.00% | 100.00% |