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 | 8.61% | 0.16 CHF | 0.18 CHF | 123'664 | 50'000 | 121'832 | 50'000 | 25'389 CHF | 11'355 CHF | 99.73% | 99.73% |
12.07.2024 | 8.16% | 0.23 CHF | 0.25 CHF | 121'258 | 50'000 | 121'843 | 50'000 | 26'088 CHF | 11'618 CHF | 99.01% | 99.01% |
11.07.2024 | 7.23% | 0.23 CHF | 0.25 CHF | 120'952 | 50'000 | 121'680 | 50'000 | 27'458 CHF | 12'129 CHF | 99.04% | 99.04% |
10.07.2024 | 10.32% | 0.18 CHF | 0.20 CHF | 123'387 | 50'000 | 123'615 | 50'000 | 21'238 CHF | 9'511 CHF | 99.81% | 99.81% |