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 | 3.22% | 0.43 CHF | 0.44 CHF | 92'914 | 50'000 | 92'499 | 50'000 | 41'367 CHF | 23'094 CHF | 99.68% | 99.68% |
12.07.2024 | 3.54% | 0.43 CHF | 0.45 CHF | 92'759 | 50'000 | 93'817 | 50'000 | 36'120 CHF | 19'958 CHF | 99.01% | 99.01% |
11.07.2024 | 4.12% | 0.37 CHF | 0.38 CHF | 93'974 | 50'000 | 94'956 | 50'000 | 31'842 CHF | 17'476 CHF | 99.09% | 99.09% |
10.07.2024 | 4.70% | 0.30 CHF | 0.31 CHF | 95'918 | 50'000 | 96'411 | 50'000 | 26'196 CHF | 14'238 CHF | 100.00% | 100.00% |
09.07.2024 | 4.95% | 0.24 CHF | 0.25 CHF | 97'186 | 50'000 | 96'292 | 50'000 | 26'633 CHF | 14'530 CHF | 99.69% | 99.69% |
08.07.2024 | 5.30% | 0.25 CHF | 0.27 CHF | 96'674 | 50'000 | 96'168 | 50'000 | 26'109 CHF | 14'316 CHF | 100.00% | 100.00% |