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 | 2.39% | 1.33 CHF | 1.34 CHF | 40'000 | 10'000 | 40'000 | 5'908 | 54'669 CHF | 8'206 CHF | 88.30% | 88.30% |
12.07.2024 | 2.03% | 1.44 CHF | 1.45 CHF | 40'000 | 10'000 | 35'733 | 5'819 | 58'517 CHF | 9'609 CHF | 98.66% | 98.66% |
11.07.2024 | 2.11% | 1.52 CHF | 1.53 CHF | 40'000 | 10'000 | 39'932 | 5'808 | 63'110 CHF | 9'260 CHF | 99.23% | 99.23% |