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 | 0.98% | 100.80 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,128 CHF | 515,147 CHF | 98.59% | 98.59% |
12/07/2024 | 1.09% | 101.10 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,595 CHF | 519,235 CHF | 100.00% | 100.00% |
11/07/2024 | 1.59% | 101.10 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,113 CHF | 518,261 CHF | 100.00% | 100.00% |