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% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,686 CHF | 503,186 CHF | 99.37% | 99.37% |
12/07/2024 | 0.50% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,050 CHF | 505,550 CHF | 90.89% | 90.89% |
11/07/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,725 CHF | 504,225 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,315 CHF | 502,815 CHF | 99.36% | 99.36% |
09/07/2024 | 0.49% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,659 CHF | 507,159 CHF | 67.63% | 67.63% |