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 | 4.30% | 0.35 CHF | 0.37 CHF | 50'000 | 50'000 | 48'697 | 48'697 | 16'610 CHF | 17'340 CHF | 100.00% | 100.00% |
12.07.2024 | 4.07% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 48'699 | 48'699 | 17'569 CHF | 18'299 CHF | 100.00% | 100.00% |
11.07.2024 | 3.94% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 48'698 | 48'698 | 18'172 CHF | 18'902 CHF | 100.00% | 100.00% |
10.07.2024 | 4.27% | 0.35 CHF | 0.37 CHF | 50'000 | 50'000 | 49'394 | 49'394 | 16'964 CHF | 17'704 CHF | 100.00% | 100.00% |
09.07.2024 | 4.08% | 0.35 CHF | 0.37 CHF | 50'000 | 50'000 | 48'567 | 48'567 | 17'571 CHF | 18'301 CHF | 100.00% | 100.00% |
08.07.2024 | 4.20% | 0.35 CHF | 0.37 CHF | 50'000 | 50'000 | 48'602 | 48'602 | 17'069 CHF | 17'799 CHF | 100.00% | 100.00% |