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 | 0.31% | 98.30 % | 98.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,991 CHF | 493,538 CHF | 100.00% | 100.00% |
12/07/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,393 CHF | 490,893 CHF | 100.00% | 100.00% |
11/07/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,492 CHF | 493,992 CHF | 100.00% | 100.00% |