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% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'686 CHF | 503'186 CHF | 99.37% | 99.37% |
12.07.2024 | 0.50% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'050 CHF | 505'550 CHF | 90.89% | 90.89% |
11.07.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'725 CHF | 504'225 CHF | 99.38% | 99.38% |
10.07.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'315 CHF | 502'815 CHF | 99.36% | 99.36% |
09.07.2024 | 0.49% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'659 CHF | 507'159 CHF | 67.63% | 67.63% |