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 | 1.40% | 2.31 CHF | 2.32 CHF | 30'000 | 10'000 | 30'000 | 5'908 | 70'458 CHF | 14'007 CHF | 88.30% | 88.30% |
12.07.2024 | 1.28% | 2.42 CHF | 2.43 CHF | 30'000 | 10'000 | 20'959 | 5'819 | 54'881 CHF | 15'327 CHF | 98.65% | 98.65% |
11.07.2024 | 1.32% | 2.50 CHF | 2.51 CHF | 20'000 | 10'000 | 21'385 | 5'808 | 54'626 CHF | 14'968 CHF | 99.22% | 99.22% |
10.07.2024 | 1.33% | 3.13 CHF | 3.14 CHF | 20'000 | 10'000 | 20'580 | 5'804 | 54'054 CHF | 15'893 CHF | 99.62% | 99.62% |
09.07.2024 | 1.63% | 2.60 CHF | 2.61 CHF | 20'000 | 10'000 | 28'577 | 5'804 | 61'074 CHF | 13'131 CHF | 99.62% | 99.62% |
08.07.2024 | 1.07% | 1.96 CHF | 1.97 CHF | 30'000 | 10'000 | 30'218 | 5'846 | 52'729 CHF | 10'474 CHF | 94.68% | 94.68% |