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 | 17.94% | 0.11 CHF | 0.12 CHF | 460'000 | 50'000 | 498'124 | 29'743 | 42'808 CHF | 2'932 CHF | 41.56% | 53.73% |
12.07.2024 | 5.49% | 0.21 CHF | 0.22 CHF | 240'000 | 50'000 | 221'890 | 38'673 | 51'108 CHF | 9'118 CHF | 33.81% | 33.81% |
11.07.2024 | 7.40% | 0.30 CHF | 0.31 CHF | 170'000 | 50'000 | 214'938 | 28'022 | 50'688 CHF | 7'414 CHF | 66.50% | 66.50% |