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 | 2.50% | 1.39 CHF | 1.40 CHF | 40'000 | 10'000 | 40'025 | 5'909 | 53'386 CHF | 8'111 CHF | 88.18% | 88.18% |
12.07.2024 | 3.19% | 1.30 CHF | 1.31 CHF | 40'000 | 10'000 | 50'490 | 5'820 | 53'795 CHF | 6'551 CHF | 98.60% | 98.60% |
11.07.2024 | 2.99% | 1.23 CHF | 1.24 CHF | 50'000 | 10'000 | 48'977 | 5'805 | 55'862 CHF | 6'914 CHF | 99.14% | 99.14% |