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 | 6.19% | 0.24 CHF | 0.26 CHF | 123'664 | 50'000 | 121'848 | 50'000 | 35'221 CHF | 15'382 CHF | 99.73% | 99.73% |
12.07.2024 | 9.49% | 0.30 CHF | 0.33 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'235 CHF | 7'954 CHF | 99.01% | 99.01% |
11.07.2024 | 9.00% | 0.31 CHF | 0.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'516 CHF | 8'225 CHF | 99.09% | 99.09% |
10.07.2024 | 10.84% | 0.26 CHF | 0.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'217 CHF | 6'924 CHF | 99.81% | 99.81% |
09.07.2024 | 9.37% | 0.28 CHF | 0.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'379 CHF | 8'104 CHF | 100.00% | 100.00% |
08.07.2024 | 5.53% | 0.30 CHF | 0.32 CHF | 121'814 | 50'000 | 120'652 | 50'000 | 40'314 CHF | 17'658 CHF | 100.00% | 100.00% |