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 | 4.07% | 0.43 CHF | 0.44 CHF | 120'000 | 25'000 | 117'526 | 20'014 | 52'719 CHF | 9'326 CHF | 99.33% | 99.33% |
12.07.2024 | 4.29% | 0.44 CHF | 0.45 CHF | 120'000 | 25'000 | 119'938 | 20'014 | 51'594 CHF | 8'989 CHF | 99.65% | 99.65% |
11.07.2024 | 4.46% | 0.40 CHF | 0.41 CHF | 130'000 | 25'000 | 127'577 | 20'017 | 52'060 CHF | 8'578 CHF | 90.74% | 90.74% |