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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 9.91% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 463'709 | 100'000 | 45'792 CHF | 11'025 CHF | 89.73% | 98.58% |
24.07.2024 | 6.26% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 328'888 | 100'000 | 50'855 CHF | 17'289 CHF | 99.99% | 99.99% |
23.07.2024 | 10.35% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 477'858 | 100'000 | 44'709 CHF | 10'512 CHF | 90.32% | 100.00% |
22.07.2024 | 7.85% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 412'990 | 100'000 | 50'530 CHF | 13'411 CHF | 99.93% | 99.93% |