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% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'715 CHF | 504'215 CHF | 99.38% | 99.38% |
12.07.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'884 CHF | 503'384 CHF | 99.39% | 99.39% |
11.07.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'194 CHF | 502'694 CHF | 99.37% | 99.37% |
10.07.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'247 CHF | 502'747 CHF | 99.38% | 99.38% |
09.07.2024 | 0.49% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'890 CHF | 507'390 CHF | 99.37% | 99.37% |