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 | 0.79% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'151 CHF | 506'151 CHF | 100.00% | 100.00% |
12.07.2024 | 0.99% | 101.10 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'092 CHF | 507'092 CHF | 99.99% | 99.99% |
11.07.2024 | 1.53% | 100.00 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'142 CHF | 502'780 CHF | 100.00% | 100.00% |