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 | 1.26% | 2.70 CHF | 2.71 CHF | 20'000 | 10'000 | 20'000 | 5'908 | 52'752 CHF | 15'813 CHF | 88.31% | 88.31% |
12.07.2024 | 1.44% | 2.60 CHF | 2.61 CHF | 20'000 | 10'000 | 28'670 | 5'819 | 67'865 CHF | 14'142 CHF | 98.69% | 98.69% |
11.07.2024 | 1.39% | 2.53 CHF | 2.54 CHF | 20'000 | 10'000 | 28'001 | 5'807 | 68'382 CHF | 14'495 CHF | 99.21% | 99.21% |