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 | 3.57% | 0.34 CHF | 0.35 CHF | 93'024 | 50'000 | 92'484 | 50'000 | 33'251 CHF | 18'632 CHF | 99.68% | 99.68% |
12.07.2024 | 5.01% | 0.35 CHF | 0.36 CHF | 92'697 | 50'000 | 93'819 | 50'000 | 27'902 CHF | 15'633 CHF | 99.01% | 99.01% |
11.07.2024 | 5.24% | 0.28 CHF | 0.30 CHF | 93'935 | 50'000 | 94'953 | 50'000 | 23'520 CHF | 13'053 CHF | 98.86% | 98.86% |
10.07.2024 | 7.63% | 0.21 CHF | 0.22 CHF | 96'002 | 50'000 | 96'317 | 50'000 | 18'104 CHF | 10'142 CHF | 82.92% | 100.00% |
09.07.2024 | 7.15% | 0.15 CHF | 0.18 CHF | 97'101 | 50'000 | 96'235 | 50'000 | 18'545 CHF | 10'347 CHF | 90.03% | 100.00% |
08.07.2024 | 7.50% | 0.17 CHF | 0.18 CHF | 96'700 | 50'000 | 96'152 | 50'000 | 17'805 CHF | 9'985 CHF | 94.14% | 100.00% |