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 | 1,86% | 2,05 CHF | 2,06 CHF | 30 000 | 10 000 | 30 000 | 5 806 | 55 277 CHF | 11 010 CHF | 99,48% | 99,48% |
15/07/2024 | 1,63% | 2,09 CHF | 2,10 CHF | 30 000 | 10 000 | 30 000 | 5 905 | 60 919 CHF | 12 219 CHF | 88,04% | 88,04% |
12/07/2024 | 1,91% | 1,99 CHF | 2,00 CHF | 30 000 | 10 000 | 30 110 | 5 824 | 53 213 CHF | 10 613 CHF | 98,29% | 98,29% |
11/07/2024 | 1,85% | 1,92 CHF | 1,93 CHF | 30 000 | 10 000 | 30 000 | 5 802 | 55 245 CHF | 10 954 CHF | 98,99% | 98,99% |