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 | 3.40% | 0.60 CHF | 0.62 CHF | 73'500 | 50'000 | 72'917 | 50'000 | 45'798 CHF | 32'493 CHF | 98.73% | 98.73% |
12.07.2024 | 3.35% | 0.62 CHF | 0.64 CHF | 73'174 | 50'000 | 73'756 | 50'000 | 43'332 CHF | 30'378 CHF | 99.38% | 99.38% |
11.07.2024 | 3.25% | 0.63 CHF | 0.65 CHF | 72'819 | 50'000 | 73'534 | 50'000 | 44'566 CHF | 31'309 CHF | 99.16% | 99.16% |
10.07.2024 | 3.44% | 0.59 CHF | 0.61 CHF | 73'989 | 50'000 | 74'252 | 50'000 | 42'408 CHF | 29'559 CHF | 94.20% | 94.20% |