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 | 3.85% | 0.41 CHF | 0.42 CHF | 130,000 | 75,000 | 111,528 | 36,040 | 51,751 CHF | 16,867 CHF | 91.10% | 91.10% |
12/07/2024 | 6.70% | 0.38 CHF | 0.39 CHF | 140,000 | 75,000 | 185,186 | 37,068 | 51,321 CHF | 12,372 CHF | 81.23% | 81.23% |
11/07/2024 | 5.57% | 0.31 CHF | 0.32 CHF | 170,000 | 75,000 | 165,094 | 36,212 | 51,556 CHF | 11,572 CHF | 87.42% | 87.42% |