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 | 13,87% | 0,14 CHF | 0,15 CHF | 360 000 | 50 000 | 394 421 | 25 360 | 50 203 CHF | 3 854 CHF | 99,47% | 99,47% |
15/07/2024 | 17,94% | 0,11 CHF | 0,12 CHF | 460 000 | 50 000 | 498 124 | 29 743 | 42 808 CHF | 2 932 CHF | 41,56% | 53,73% |
12/07/2024 | 5,49% | 0,21 CHF | 0,22 CHF | 240 000 | 50 000 | 221 890 | 38 673 | 51 108 CHF | 9 118 CHF | 33,81% | 33,81% |
11/07/2024 | 7,40% | 0,30 CHF | 0,31 CHF | 170 000 | 50 000 | 214 938 | 28 022 | 50 688 CHF | 7 414 CHF | 66,50% | 66,50% |