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 | 1.54% | 0.65 CHF | 0.66 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 80,741 CHF | 81,991 CHF | 98.95% | 98.95% |
12/07/2024 | 1.67% | 0.64 CHF | 0.65 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 74,343 CHF | 75,593 CHF | 92.18% | 92.25% |