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 | 0.50% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'671 CHF | 497'171 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'878 CHF | 496'378 CHF | 99.38% | 99.38% |
11.07.2024 | 0.51% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'242 CHF | 495'742 CHF | 99.37% | 99.37% |
10.07.2024 | 0.51% | 98.30 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'807 CHF | 493'307 CHF | 99.39% | 99.39% |
09.07.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'894 CHF | 494'394 CHF | 99.38% | 99.38% |