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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 0,60% | 5,11 CHF | 5,14 CHF | 5 200 | 5 200 | 5 222 | 5 222 | 25 857 CHF | 26 013 CHF | 100,00% | 100,00% |
15/07/2024 | 0,60% | 4,96 CHF | 4,99 CHF | 5 100 | 5 100 | 5 100 | 5 100 | 25 632 CHF | 25 785 CHF | 99,99% | 99,99% |
12/07/2024 | 0,59% | 5,28 CHF | 5,31 CHF | 5 200 | 5 200 | 5 200 | 5 200 | 26 578 CHF | 26 734 CHF | 100,00% | 100,00% |
11/07/2024 | 0,62% | 5,14 CHF | 5,17 CHF | 5 500 | 5 500 | 5 563 | 5 563 | 27 020 CHF | 27 187 CHF | 99,83% | 99,83% |