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 | 2.93% | 0.53 CHF | 0.54 CHF | 92'914 | 50'000 | 92'701 | 50'000 | 49'944 CHF | 27'739 CHF | 11.23% | 11.23% |
12.07.2024 | 2.84% | 0.55 CHF | 0.57 CHF | 92'543 | 50'000 | 93'975 | 50'000 | 44'858 CHF | 24'567 CHF | 88.66% | 88.66% |
11.07.2024 | 3.19% | 0.47 CHF | 0.48 CHF | 93'974 | 50'000 | 94'956 | 50'000 | 41'338 CHF | 22'476 CHF | 99.08% | 99.08% |
10.07.2024 | 3.45% | 0.40 CHF | 0.41 CHF | 95'918 | 50'000 | 96'411 | 50'000 | 35'837 CHF | 19'238 CHF | 100.00% | 100.00% |
09.07.2024 | 3.65% | 0.34 CHF | 0.35 CHF | 97'186 | 50'000 | 96'292 | 50'000 | 36'262 CHF | 19'530 CHF | 99.69% | 99.69% |
08.07.2024 | 3.90% | 0.35 CHF | 0.37 CHF | 96'674 | 50'000 | 96'168 | 50'000 | 35'725 CHF | 19'316 CHF | 100.00% | 100.00% |