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 | 0.46% | 0.61 CHF | 0.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'303 CHF | 16'378 CHF | 93.48% | 93.48% |
12.07.2024 | 0.38% | 0.83 CHF | 0.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'606 CHF | 19'681 CHF | 100.00% | 100.00% |
11.07.2024 | 0.47% | 0.69 CHF | 0.69 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'907 CHF | 15'982 CHF | 99.92% | 99.92% |