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 | 0.85% | 93.20 % | 94.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'876 CHF | 469'876 CHF | 100.00% | 100.00% |
12.07.2024 | 0.85% | 93.30 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'927 CHF | 472'927 CHF | 100.00% | 100.00% |
11.07.2024 | 1.08% | 93.50 % | 94.50 % | 500'000 | 500'000 | 499'736 | 499'736 | 462'247 CHF | 467'245 CHF | 100.00% | 100.00% |
10.07.2024 | 1.02% | 98.00 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'224 CHF | 494'224 CHF | 100.00% | 100.00% |