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 | 2.98% | 0.33 CHF | 0.34 CHF | 120'000 | 120'000 | 116'874 | 116'874 | 38'618 CHF | 39'787 CHF | 100.00% | 100.00% |
12.07.2024 | 2.76% | 0.36 CHF | 0.37 CHF | 120'000 | 120'000 | 116'877 | 116'877 | 41'820 CHF | 42'989 CHF | 100.00% | 100.00% |
11.07.2024 | 2.76% | 0.35 CHF | 0.36 CHF | 120'000 | 120'000 | 116'875 | 116'875 | 41'744 CHF | 42'913 CHF | 99.99% | 99.99% |
10.07.2024 | 2.82% | 0.36 CHF | 0.37 CHF | 120'000 | 120'000 | 116'873 | 116'873 | 40'903 CHF | 42'072 CHF | 100.00% | 100.00% |
09.07.2024 | 2.75% | 0.35 CHF | 0.36 CHF | 120'000 | 120'000 | 116'569 | 116'569 | 41'949 CHF | 43'117 CHF | 100.00% | 100.00% |
08.07.2024 | 2.70% | 0.36 CHF | 0.37 CHF | 120'000 | 120'000 | 116'642 | 116'642 | 42'741 CHF | 43'910 CHF | 100.00% | 100.00% |