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 | 0.63% | 5.39 CHF | 5.40 CHF | 10,000 | 10,000 | 10,000 | 5,907 | 53,330 CHF | 31,733 CHF | 88.33% | 88.33% |
12/07/2024 | 0.67% | 5.29 CHF | 5.30 CHF | 10,000 | 10,000 | 11,019 | 5,819 | 55,790 CHF | 29,825 CHF | 98.69% | 98.69% |
11/07/2024 | 0.66% | 5.22 CHF | 5.23 CHF | 10,000 | 10,000 | 10,000 | 5,807 | 51,489 CHF | 30,154 CHF | 99.22% | 99.22% |