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 | 2.54% | 0.39 CHF | 0.40 CHF | 100'000 | 100'000 | 97'395 | 97'395 | 37'886 CHF | 38'860 CHF | 100.00% | 100.00% |
12.07.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 100'000 | 100'000 | 97'397 | 97'397 | 39'650 CHF | 40'624 CHF | 100.00% | 100.00% |
11.07.2024 | 2.37% | 0.41 CHF | 0.42 CHF | 100'000 | 100'000 | 97'395 | 97'395 | 40'614 CHF | 41'588 CHF | 100.00% | 100.00% |
10.07.2024 | 2.56% | 0.40 CHF | 0.41 CHF | 100'000 | 100'000 | 98'091 | 98'091 | 37'864 CHF | 38'845 CHF | 100.00% | 100.00% |
09.07.2024 | 2.46% | 0.39 CHF | 0.40 CHF | 100'000 | 100'000 | 97'140 | 97'140 | 39'193 CHF | 40'167 CHF | 100.00% | 100.00% |
08.07.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 100'000 | 100'000 | 97'202 | 97'202 | 38'115 CHF | 39'089 CHF | 100.00% | 100.00% |