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% | 99.98 % | 100.73 % | 200'000 | 198'000 | 197'821 | 196'519 | 199'482 CHF | 199'662 CHF | 99.99% | 99.99% |
12.07.2024 | 0.75% | 100.76 % | 101.52 % | 198'000 | 197'000 | 198'025 | 196'947 | 199'242 CHF | 199'654 CHF | 100.00% | 100.00% |
11.07.2024 | 0.75% | 100.50 % | 101.26 % | 199'000 | 197'000 | 198'684 | 197'051 | 199'625 CHF | 199'480 CHF | 100.00% | 100.00% |
10.07.2024 | 0.75% | 100.38 % | 101.13 % | 199'000 | 197'000 | 199'000 | 197'636 | 199'371 CHF | 199'486 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 100.08 % | 100.83 % | 199'000 | 198'000 | 199'306 | 197'879 | 199'508 CHF | 199'564 CHF | 100.00% | 100.00% |