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% |