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 | 3,63% | 1,16 CHF | 1,17 CHF | 50 000 | 10 000 | 57 536 | 5 806 | 54 102 CHF | 5 801 CHF | 99,48% | 99,48% |
15/07/2024 | 2,95% | 1,19 CHF | 1,20 CHF | 50 000 | 10 000 | 49 790 | 5 909 | 56 469 CHF | 6 935 CHF | 88,24% | 88,24% |
12/07/2024 | 3,93% | 1,10 CHF | 1,11 CHF | 50 000 | 10 000 | 61 751 | 5 821 | 53 384 CHF | 5 396 CHF | 98,51% | 98,51% |
11/07/2024 | 3,59% | 1,03 CHF | 1,04 CHF | 50 000 | 10 000 | 58 039 | 5 808 | 54 611 CHF | 5 761 CHF | 99,16% | 99,16% |