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 | 1.26% | 2.70 CHF | 2.71 CHF | 20,000 | 10,000 | 20,000 | 5,908 | 52,752 CHF | 15,813 CHF | 88.31% | 88.31% |
12/07/2024 | 1.44% | 2.60 CHF | 2.61 CHF | 20,000 | 10,000 | 28,670 | 5,819 | 67,865 CHF | 14,142 CHF | 98.69% | 98.69% |
11/07/2024 | 1.39% | 2.53 CHF | 2.54 CHF | 20,000 | 10,000 | 28,001 | 5,807 | 68,382 CHF | 14,495 CHF | 99.21% | 99.21% |