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 | 0.46% | 0.61 CHF | 0.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,303 CHF | 16,378 CHF | 93.48% | 93.48% |
12/07/2024 | 0.38% | 0.83 CHF | 0.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,606 CHF | 19,681 CHF | 100.00% | 100.00% |
11/07/2024 | 0.47% | 0.69 CHF | 0.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,907 CHF | 15,982 CHF | 99.92% | 99.92% |