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 | 0.96% | 103.70 % | 104.70 % | 100'000 | 100'000 | 24'348 | 24'348 | 25'228 CHF | 25'472 CHF | 98.53% | 98.53% |
12.07.2024 | 0.97% | 103.30 % | 104.30 % | 100'000 | 100'000 | 24'814 | 24'814 | 25'544 CHF | 25'793 CHF | 99.95% | 99.95% |
11.07.2024 | 0.97% | 102.50 % | 103.50 % | 100'000 | 100'000 | 25'209 | 25'209 | 25'958 CHF | 26'210 CHF | 99.12% | 99.12% |
10.07.2024 | 0.98% | 102.30 % | 103.30 % | 100'000 | 100'000 | 24'883 | 24'883 | 25'403 CHF | 25'651 CHF | 95.59% | 95.59% |
09.07.2024 | 0.98% | 101.20 % | 102.20 % | 100'000 | 100'000 | 25'705 | 25'705 | 26'012 CHF | 26'269 CHF | 88.40% | 88.40% |