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 | 1,94% | 97,10 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 888 CHF | 495 388 CHF | 99,77% | 99,77% |
15/07/2024 | 0,79% | 99,00 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 151 CHF | 506 151 CHF | 100,00% | 100,00% |
12/07/2024 | 0,99% | 101,10 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 092 CHF | 507 092 CHF | 99,99% | 99,99% |
11/07/2024 | 1,53% | 100,00 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 142 CHF | 502 780 CHF | 100,00% | 100,00% |