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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 0,83% | 96,70 % | 97,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 766 CHF | 485 766 CHF | 100,00% | 100,00% |
15/07/2024 | 0,84% | 95,00 % | 95,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 736 CHF | 479 736 CHF | 100,00% | 100,00% |
12/07/2024 | 1,04% | 95,70 % | 96,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 446 CHF | 484 446 CHF | 100,00% | 100,00% |
11/07/2024 | 1,02% | 97,50 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 816 CHF | 494 816 CHF | 100,00% | 100,00% |