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 | 4.07% | 0.43 CHF | 0.44 CHF | 120,000 | 25,000 | 117,526 | 20,014 | 52,719 CHF | 9,326 CHF | 99.33% | 99.33% |
12/07/2024 | 4.29% | 0.44 CHF | 0.45 CHF | 120,000 | 25,000 | 119,938 | 20,014 | 51,594 CHF | 8,989 CHF | 99.65% | 99.65% |
11/07/2024 | 4.46% | 0.40 CHF | 0.41 CHF | 130,000 | 25,000 | 127,577 | 20,017 | 52,060 CHF | 8,578 CHF | 90.74% | 90.74% |