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 | 9.07% | 0.32 CHF | 0.33 CHF | 100'000 | 100'000 | 35'721 | 35'721 | 11'997 CHF | 12'484 CHF | 99.74% | 99.74% |
12.07.2024 | 4.31% | 0.43 CHF | 0.44 CHF | 100'000 | 100'000 | 45'941 | 45'941 | 18'126 CHF | 18'790 CHF | 100.00% | 100.00% |
11.07.2024 | 3.92% | 0.38 CHF | 0.39 CHF | 110'000 | 110'000 | 50'738 | 50'738 | 17'281 CHF | 17'870 CHF | 99.71% | 99.71% |
10.07.2024 | 4.18% | 0.31 CHF | 0.32 CHF | 120'000 | 120'000 | 53'489 | 53'489 | 16'286 CHF | 16'902 CHF | 99.95% | 99.95% |
09.07.2024 | 4.20% | 0.31 CHF | 0.32 CHF | 120'000 | 120'000 | 53'524 | 53'524 | 16'256 CHF | 16'874 CHF | 99.62% | 99.62% |
08.07.2024 | 4.12% | 0.30 CHF | 0.31 CHF | 120'000 | 120'000 | 53'480 | 53'480 | 16'466 CHF | 17'083 CHF | 99.99% | 99.99% |