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 | 2.39% | 1.33 CHF | 1.34 CHF | 40,000 | 10,000 | 40,000 | 5,908 | 54,669 CHF | 8,206 CHF | 88.30% | 88.30% |
12/07/2024 | 2.03% | 1.44 CHF | 1.45 CHF | 40,000 | 10,000 | 35,733 | 5,819 | 58,517 CHF | 9,609 CHF | 98.66% | 98.66% |
11/07/2024 | 2.11% | 1.52 CHF | 1.53 CHF | 40,000 | 10,000 | 39,932 | 5,808 | 63,110 CHF | 9,260 CHF | 99.23% | 99.23% |