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 | 3.02% | 0.34 CHF | 0.35 CHF | 240'000 | 240'000 | 107'052 | 107'052 | 36'100 CHF | 37'176 CHF | 100.00% | 100.00% |
12.07.2024 | 2.97% | 0.34 CHF | 0.35 CHF | 240'000 | 240'000 | 107'044 | 107'044 | 36'243 CHF | 37'318 CHF | 100.00% | 100.00% |
11.07.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 210'000 | 210'000 | 98'647 | 98'647 | 37'235 CHF | 38'226 CHF | 100.00% | 100.00% |
10.07.2024 | 2.72% | 0.38 CHF | 0.39 CHF | 210'000 | 210'000 | 98'261 | 98'261 | 36'879 CHF | 37'866 CHF | 100.00% | 100.00% |
09.07.2024 | 2.82% | 0.36 CHF | 0.37 CHF | 220'000 | 220'000 | 101'082 | 101'082 | 36'756 CHF | 37'774 CHF | 100.00% | 100.00% |
08.07.2024 | 2.94% | 0.35 CHF | 0.36 CHF | 230'000 | 230'000 | 104'838 | 104'838 | 36'237 CHF | 37'292 CHF | 99.77% | 99.77% |