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 | 1,87% | 100,80 % | 102,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 863 CHF | 512 363 CHF | 99,77% | 99,77% |
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% |