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 | 4.93% | 0.61 CHF | 0.62 CHF | 90'000 | 10'000 | 81'328 | 5'909 | 52'678 CHF | 3'965 CHF | 88.26% | 88.26% |
12.07.2024 | 3.53% | 0.72 CHF | 0.73 CHF | 70'000 | 10'000 | 60'705 | 5'820 | 55'681 CHF | 5'411 CHF | 98.58% | 98.58% |
11.07.2024 | 3.86% | 0.79 CHF | 0.80 CHF | 70'000 | 10'000 | 63'189 | 5'808 | 53'783 CHF | 5'064 CHF | 99.19% | 99.19% |