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 | 8.29% | 0.20 CHF | 0.21 CHF | 260'000 | 25'000 | 238'322 | 20'014 | 51'117 CHF | 4'642 CHF | 99.32% | 99.32% |
12.07.2024 | 9.17% | 0.21 CHF | 0.22 CHF | 250'000 | 25'000 | 259'725 | 20'014 | 50'870 CHF | 4'305 CHF | 99.64% | 99.64% |
11.07.2024 | 10.32% | 0.16 CHF | 0.17 CHF | 310'000 | 25'000 | 296'571 | 20'018 | 50'941 CHF | 3'888 CHF | 90.71% | 90.71% |
10.07.2024 | 17.51% | 0.12 CHF | 0.13 CHF | 410'000 | 25'000 | 476'964 | 20'015 | 47'353 CHF | 2'410 CHF | 99.58% | 99.58% |
09.07.2024 | 16.29% | 0.06 CHF | 0.07 CHF | 500'000 | 25'000 | 462'885 | 20'015 | 47'836 CHF | 2'402 CHF | 99.63% | 99.63% |