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 | 4.61% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 135'464 | 36'040 | 51'822 CHF | 13'959 CHF | 91.09% | 91.09% |
12.07.2024 | 9.42% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 263'603 | 37'083 | 50'995 CHF | 9'379 CHF | 81.14% | 81.14% |
11.07.2024 | 7.37% | 0.23 CHF | 0.24 CHF | 220'000 | 75'000 | 220'364 | 36'264 | 50'634 CHF | 8'663 CHF | 87.40% | 87.40% |