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 | 2.36% | 0.42 CHF | 0.43 CHF | 430,000 | 430,000 | 428,227 | 428,227 | 179,037 CHF | 183,320 CHF | 99.84% | 99.84% |
12/07/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 430,000 | 430,000 | 428,205 | 428,205 | 175,851 CHF | 180,133 CHF | 98.77% | 98.77% |