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 | 5.56% | 0.38 CHF | 0.40 CHF | 73,526 | 50,000 | 72,899 | 50,000 | 25,528 CHF | 18,507 CHF | 98.73% | 98.73% |
12/07/2024 | 5.39% | 0.36 CHF | 0.38 CHF | 73,115 | 50,000 | 73,736 | 50,000 | 28,941 CHF | 20,707 CHF | 99.38% | 99.38% |
11/07/2024 | 5.63% | 0.35 CHF | 0.37 CHF | 72,819 | 50,000 | 73,519 | 50,000 | 27,493 CHF | 19,773 CHF | 99.16% | 99.16% |
10/07/2024 | 5.55% | 0.39 CHF | 0.41 CHF | 73,989 | 50,000 | 74,258 | 50,000 | 30,362 CHF | 21,607 CHF | 94.20% | 94.20% |