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 | 5.36% | 0.32 CHF | 0.33 CHF | 160'000 | 25'000 | 151'695 | 20'015 | 51'324 CHF | 7'120 CHF | 99.31% | 99.31% |
12.07.2024 | 5.69% | 0.33 CHF | 0.34 CHF | 160'000 | 25'000 | 160'248 | 20'014 | 51'247 CHF | 6'781 CHF | 99.64% | 99.64% |
11.07.2024 | 6.10% | 0.29 CHF | 0.30 CHF | 180'000 | 25'000 | 172'662 | 20'016 | 51'296 CHF | 6'369 CHF | 90.82% | 90.82% |
10.07.2024 | 8.08% | 0.25 CHF | 0.26 CHF | 210'000 | 25'000 | 227'736 | 20'014 | 50'972 CHF | 4'896 CHF | 99.59% | 99.59% |
09.07.2024 | 7.77% | 0.19 CHF | 0.20 CHF | 270'000 | 25'000 | 227'041 | 20'015 | 51'494 CHF | 4'884 CHF | 99.64% | 99.64% |
08.07.2024 | 7.16% | 0.24 CHF | 0.25 CHF | 220'000 | 25'000 | 205'185 | 20'014 | 51'018 CHF | 5'328 CHF | 99.65% | 99.65% |