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 | 2.95% | 1.19 CHF | 1.20 CHF | 50'000 | 10'000 | 49'790 | 5'909 | 56'469 CHF | 6'935 CHF | 88.24% | 88.24% |
12.07.2024 | 3.93% | 1.10 CHF | 1.11 CHF | 50'000 | 10'000 | 61'751 | 5'821 | 53'384 CHF | 5'396 CHF | 98.51% | 98.51% |
11.07.2024 | 3.59% | 1.03 CHF | 1.04 CHF | 50'000 | 10'000 | 58'039 | 5'808 | 54'611 CHF | 5'761 CHF | 99.16% | 99.16% |