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 | 3.85% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 111'528 | 36'040 | 51'751 CHF | 16'867 CHF | 91.10% | 91.10% |
12.07.2024 | 6.70% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 185'186 | 37'068 | 51'321 CHF | 12'372 CHF | 81.23% | 81.23% |
11.07.2024 | 5.57% | 0.31 CHF | 0.32 CHF | 170'000 | 75'000 | 165'094 | 36'212 | 51'556 CHF | 11'572 CHF | 87.42% | 87.42% |