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 | 1.00% | 99.60 % | 100.60 % | 500'000 | 500'000 | 148'553 | 148'553 | 147'807 CHF | 149'292 CHF | 99.70% | 99.70% |
12.07.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 148'273 | 148'273 | 147'648 CHF | 148'834 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 148'182 | 148'182 | 147'786 CHF | 148'971 CHF | 100.00% | 100.00% |
10.07.2024 | 1.00% | 99.60 % | 100.60 % | 500'000 | 500'000 | 148'217 | 148'217 | 147'624 CHF | 149'106 CHF | 100.00% | 100.00% |
09.07.2024 | 1.00% | 99.60 % | 100.60 % | 500'000 | 500'000 | 147'137 | 147'137 | 146'631 CHF | 148'102 CHF | 99.26% | 99.26% |