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 | 0.65% | 5.15 CHF | 5.16 CHF | 10'000 | 10'000 | 10'000 | 5'909 | 51'819 CHF | 30'755 CHF | 88.24% | 88.24% |
12.07.2024 | 0.62% | 5.25 CHF | 5.26 CHF | 10'000 | 10'000 | 10'000 | 5'821 | 54'604 CHF | 31'822 CHF | 98.49% | 98.49% |
11.07.2024 | 0.62% | 5.32 CHF | 5.33 CHF | 10'000 | 10'000 | 10'000 | 5'802 | 54'013 CHF | 31'400 CHF | 99.03% | 99.03% |
10.07.2024 | 0.63% | 5.97 CHF | 5.98 CHF | 10'000 | 10'000 | 10'000 | 5'805 | 54'716 CHF | 32'395 CHF | 99.58% | 99.58% |
09.07.2024 | 0.69% | 5.44 CHF | 5.45 CHF | 10'000 | 10'000 | 17'776 | 5'805 | 88'086 CHF | 29'619 CHF | 99.58% | 99.58% |
08.07.2024 | 0.41% | 4.80 CHF | 4.81 CHF | 20'000 | 10'000 | 20'000 | 5'848 | 91'572 CHF | 27'046 CHF | 94.62% | 94.62% |