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 | 5.81% | 4.25 CHF | 4.37 CHF | 50'000 | 50'000 | 25'372 | 25'372 | 99'002 CHF | 103'940 CHF | 99.33% | 99.33% |
12.07.2024 | 5.68% | 3.96 CHF | 4.09 CHF | 50'000 | 50'000 | 25'756 | 25'756 | 101'237 CHF | 106'341 CHF | 97.10% | 97.10% |
11.07.2024 | 5.66% | 4.10 CHF | 4.24 CHF | 25'000 | 25'000 | 20'046 | 20'046 | 89'344 CHF | 94'319 CHF | 98.04% | 98.04% |
10.07.2024 | 5.50% | 4.58 CHF | 4.72 CHF | 25'000 | 25'000 | 20'015 | 20'015 | 96'275 CHF | 101'441 CHF | 99.58% | 99.58% |