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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 3,01% | 1,36 CHF | 1,37 CHF | 40 000 | 10 000 | 48 669 | 5 805 | 55 476 CHF | 6 957 CHF | 99,51% | 99,51% |
15/07/2024 | 2,50% | 1,39 CHF | 1,40 CHF | 40 000 | 10 000 | 40 025 | 5 909 | 53 386 CHF | 8 111 CHF | 88,18% | 88,18% |
12/07/2024 | 3,19% | 1,30 CHF | 1,31 CHF | 40 000 | 10 000 | 50 490 | 5 820 | 53 795 CHF | 6 551 CHF | 98,60% | 98,60% |
11/07/2024 | 2,99% | 1,23 CHF | 1,24 CHF | 50 000 | 10 000 | 48 977 | 5 805 | 55 862 CHF | 6 914 CHF | 99,14% | 99,14% |