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 | 0.70% | 4.87 CHF | 4.88 CHF | 20,000 | 10,000 | 20,000 | 5,910 | 96,111 CHF | 28,630 CHF | 88.23% | 88.23% |
12/07/2024 | 0.75% | 4.77 CHF | 4.78 CHF | 20,000 | 10,000 | 20,000 | 5,822 | 90,888 CHF | 26,774 CHF | 98.42% | 98.42% |
11/07/2024 | 0.74% | 4.69 CHF | 4.70 CHF | 20,000 | 10,000 | 20,000 | 5,809 | 92,429 CHF | 27,103 CHF | 99.18% | 99.18% |