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 | 1.70% | 0.61 CHF | 0.62 CHF | 120'000 | 120'000 | 53'526 | 53'526 | 32'210 CHF | 32'748 CHF | 100.00% | 100.00% |
12.07.2024 | 1.88% | 0.57 CHF | 0.58 CHF | 120'000 | 120'000 | 53'518 | 53'518 | 29'498 CHF | 30'036 CHF | 99.99% | 99.99% |
11.07.2024 | 1.90% | 0.55 CHF | 0.56 CHF | 120'000 | 120'000 | 60'452 | 60'452 | 32'483 CHF | 33'090 CHF | 99.99% | 99.99% |
10.07.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 130'000 | 130'000 | 61'034 | 61'034 | 31'323 CHF | 31'936 CHF | 99.90% | 99.90% |
09.07.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 130'000 | 130'000 | 59'908 | 59'908 | 31'765 CHF | 32'368 CHF | 100.00% | 100.00% |
08.07.2024 | 1.98% | 0.53 CHF | 0.54 CHF | 130'000 | 130'000 | 60'935 | 60'935 | 31'929 CHF | 32'541 CHF | 99.77% | 99.77% |