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 | 2.47% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 129,637 | 129,637 | 51,820 CHF | 53,117 CHF | 98.83% | 98.83% |
12/07/2024 | 2.38% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 124,168 | 124,168 | 51,619 CHF | 52,861 CHF | 92.89% | 92.89% |