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 | 0.75% | 100.11 % | 100.87 % | 149'000 | 148'000 | 149'648 | 148'081 | 149'646 CHF | 149'192 CHF | 99.99% | 99.99% |
12.07.2024 | 0.75% | 100.00 % | 100.75 % | 150'000 | 148'000 | 149'658 | 148'085 | 149'623 CHF | 149'161 CHF | 100.00% | 100.00% |
11.07.2024 | 0.75% | 100.14 % | 100.90 % | 149'000 | 148'000 | 148'246 | 147'182 | 149'200 CHF | 149'248 CHF | 99.99% | 99.99% |
10.07.2024 | 0.75% | 100.58 % | 101.34 % | 149'000 | 148'000 | 148'782 | 147'103 | 149'757 CHF | 149'185 CHF | 100.00% | 100.00% |
09.07.2024 | 0.74% | 100.56 % | 101.31 % | 149'000 | 148'000 | 149'000 | 147'993 | 149'821 CHF | 149'919 CHF | 100.00% | 100.00% |