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 | 2.06% | 1.57 CHF | 1.58 CHF | 40'000 | 10'000 | 39'864 | 5'910 | 63'868 CHF | 9'606 CHF | 88.20% | 88.20% |
12.07.2024 | 1.78% | 1.67 CHF | 1.68 CHF | 30'000 | 10'000 | 30'040 | 5'823 | 56'405 CHF | 10'978 CHF | 98.36% | 98.36% |
11.07.2024 | 1.86% | 1.75 CHF | 1.76 CHF | 30'000 | 10'000 | 30'695 | 5'798 | 55'565 CHF | 10'601 CHF | 98.90% | 98.90% |
10.07.2024 | 1.89% | 2.38 CHF | 2.39 CHF | 30'000 | 10'000 | 30'000 | 5'807 | 56'331 CHF | 11'528 CHF | 99.53% | 99.53% |
09.07.2024 | 2.52% | 1.85 CHF | 1.86 CHF | 30'000 | 10'000 | 38'480 | 5'805 | 53'479 CHF | 8'765 CHF | 99.59% | 99.59% |
08.07.2024 | 1.90% | 1.21 CHF | 1.22 CHF | 50'000 | 10'000 | 57'819 | 5'847 | 57'093 CHF | 6'075 CHF | 94.64% | 94.64% |