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% |