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 | 3.40% | 0.60 CHF | 0.62 CHF | 73,500 | 50,000 | 72,917 | 50,000 | 45,798 CHF | 32,493 CHF | 98.73% | 98.73% |
12/07/2024 | 3.35% | 0.62 CHF | 0.64 CHF | 73,174 | 50,000 | 73,756 | 50,000 | 43,332 CHF | 30,378 CHF | 99.38% | 99.38% |
11/07/2024 | 3.25% | 0.63 CHF | 0.65 CHF | 72,819 | 50,000 | 73,534 | 50,000 | 44,566 CHF | 31,309 CHF | 99.16% | 99.16% |
10/07/2024 | 3.44% | 0.59 CHF | 0.61 CHF | 73,989 | 50,000 | 74,252 | 50,000 | 42,408 CHF | 29,559 CHF | 94.20% | 94.20% |