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 | 0.74% | 100.16 % | 100.91 % | 199'000 | 198'000 | 198'085 | 196'432 | 199'580 CHF | 199'386 CHF | 100.00% | 100.00% |
12.07.2024 | 0.74% | 100.62 % | 101.37 % | 198'000 | 197'000 | 197'964 | 192'816 | 199'077 CHF | 195'342 CHF | 100.00% | 100.00% |
11.07.2024 | 0.74% | 100.91 % | 101.66 % | 198'000 | 190'000 | 198'382 | 193'835 | 199'623 CHF | 196'501 CHF | 99.92% | 99.92% |
10.07.2024 | 0.75% | 100.47 % | 101.22 % | 199'000 | 197'000 | 199'777 | 197'374 | 199'694 CHF | 198'773 CHF | 100.00% | 100.00% |