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 | 0.63% | 5.39 CHF | 5.40 CHF | 10'000 | 10'000 | 10'000 | 5'907 | 53'330 CHF | 31'733 CHF | 88.33% | 88.33% |
12.07.2024 | 0.67% | 5.29 CHF | 5.30 CHF | 10'000 | 10'000 | 11'019 | 5'819 | 55'790 CHF | 29'825 CHF | 98.69% | 98.69% |
11.07.2024 | 0.66% | 5.22 CHF | 5.23 CHF | 10'000 | 10'000 | 10'000 | 5'807 | 51'489 CHF | 30'154 CHF | 99.22% | 99.22% |