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 | 4.32% | 0.22 CHF | 0.23 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 42'999 CHF | 44'899 CHF | 100.00% | 100.00% |
12.07.2024 | 4.28% | 0.23 CHF | 0.24 CHF | 190'000 | 190'000 | 191'603 | 191'603 | 43'788 CHF | 45'704 CHF | 100.00% | 100.00% |
11.07.2024 | 4.40% | 0.22 CHF | 0.23 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 42'199 CHF | 44'099 CHF | 99.99% | 99.99% |
10.07.2024 | 4.39% | 0.22 CHF | 0.23 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 44'605 CHF | 46'605 CHF | 100.00% | 100.00% |
09.07.2024 | 4.69% | 0.21 CHF | 0.22 CHF | 190'000 | 190'000 | 192'781 | 192'781 | 40'324 CHF | 42'257 CHF | 100.00% | 100.00% |
08.07.2024 | 4.36% | 0.23 CHF | 0.24 CHF | 190'000 | 190'000 | 198'741 | 198'741 | 44'718 CHF | 46'709 CHF | 100.00% | 100.00% |