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 | 6.59% | 0.14 CHF | 0.15 CHF | 74'000 | 74'000 | 70'837 | 70'837 | 10'471 CHF | 11'179 CHF | 99.99% | 99.99% |
12.07.2024 | 5.05% | 0.20 CHF | 0.21 CHF | 72'000 | 72'000 | 70'126 | 70'126 | 13'548 CHF | 14'250 CHF | 100.00% | 100.00% |
11.07.2024 | 5.11% | 0.18 CHF | 0.19 CHF | 72'000 | 72'000 | 70'077 | 70'077 | 13'411 CHF | 14'113 CHF | 99.99% | 99.99% |
10.07.2024 | 5.50% | 0.19 CHF | 0.20 CHF | 72'000 | 72'000 | 70'724 | 70'724 | 12'582 CHF | 13'289 CHF | 100.00% | 100.00% |
09.07.2024 | 5.09% | 0.17 CHF | 0.18 CHF | 74'000 | 74'000 | 70'619 | 70'619 | 13'560 CHF | 14'266 CHF | 100.00% | 100.00% |
08.07.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 72'000 | 72'000 | 70'128 | 70'128 | 14'061 CHF | 14'762 CHF | 100.00% | 100.00% |
05.07.2024 | 4.34% | 0.22 CHF | 0.23 CHF | 72'000 | 72'000 | 70'113 | 70'113 | 15'873 CHF | 16'574 CHF | 99.44% | 99.44% |