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 | 2.50% | 1.39 CHF | 1.40 CHF | 40,000 | 10,000 | 40,025 | 5,909 | 53,386 CHF | 8,111 CHF | 88.18% | 88.18% |
12/07/2024 | 3.19% | 1.30 CHF | 1.31 CHF | 40,000 | 10,000 | 50,490 | 5,820 | 53,795 CHF | 6,551 CHF | 98.60% | 98.60% |
11/07/2024 | 2.99% | 1.23 CHF | 1.24 CHF | 50,000 | 10,000 | 48,977 | 5,805 | 55,862 CHF | 6,914 CHF | 99.14% | 99.14% |