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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.75% | 99.56 % | 100.31 % | 200'000 | 199'000 | 200'000 | 199'000 | 199'120 CHF | 199'617 CHF | 100.00% | 100.00% |
24.07.2024 | 0.75% | 99.59 % | 100.34 % | 200'000 | 199'000 | 200'030 | 199'000 | 199'204 CHF | 199'671 CHF | 100.00% | 100.00% |
23.07.2024 | 0.75% | 99.53 % | 100.28 % | 200'000 | 199'000 | 200'000 | 199'000 | 199'060 CHF | 199'557 CHF | 100.00% | 100.00% |
22.07.2024 | 0.75% | 99.64 % | 100.39 % | 200'000 | 199'000 | 200'000 | 199'000 | 199'280 CHF | 199'776 CHF | 100.00% | 100.00% |
19.07.2024 | 0.75% | 99.74 % | 100.49 % | 200'000 | 199'000 | 200'000 | 199'000 | 199'480 CHF | 199'975 CHF | 100.00% | 100.00% |
18.07.2024 | 0.75% | 99.78 % | 100.53 % | 200'000 | 198'000 | 200'000 | 198'000 | 199'560 CHF | 199'049 CHF | 100.00% | 100.00% |