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 | 1.63% | 2.09 CHF | 2.10 CHF | 30'000 | 10'000 | 30'000 | 5'905 | 60'919 CHF | 12'219 CHF | 88.04% | 88.04% |
12.07.2024 | 1.91% | 1.99 CHF | 2.00 CHF | 30'000 | 10'000 | 30'110 | 5'824 | 53'213 CHF | 10'613 CHF | 98.29% | 98.29% |
11.07.2024 | 1.85% | 1.92 CHF | 1.93 CHF | 30'000 | 10'000 | 30'000 | 5'802 | 55'245 CHF | 10'954 CHF | 98.99% | 98.99% |