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 | 0,79% | 100,48 % | 101,28 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 269 CHF | 60 749 CHF | 100,00% | 100,00% |
15/07/2024 | 0,79% | 100,49 % | 101,29 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 278 CHF | 60 758 CHF | 100,00% | 100,00% |
12/07/2024 | 0,79% | 100,41 % | 101,21 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 223 CHF | 60 703 CHF | 100,00% | 100,00% |
11/07/2024 | 0,79% | 100,25 % | 101,05 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 167 CHF | 60 647 CHF | 100,00% | 100,00% |
10/07/2024 | 0,79% | 100,20 % | 100,99 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 064 CHF | 60 538 CHF | 100,00% | 100,00% |
09/07/2024 | 0,79% | 100,03 % | 100,82 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 054 CHF | 60 528 CHF | 100,00% | 100,00% |
08/07/2024 | 0,79% | 99,97 % | 100,76 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 969 CHF | 60 443 CHF | 100,00% | 100,00% |
05/07/2024 | 0,79% | 99,98 % | 100,77 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 982 CHF | 60 456 CHF | 100,00% | 100,00% |
04/07/2024 | 0,79% | 99,88 % | 100,67 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 951 CHF | 60 425 CHF | 100,00% | 100,00% |
03/07/2024 | 0,79% | 100,13 % | 100,92 % | 60 000 | 60 000 | 59 783 | 60 000 | 59 917 CHF | 60 610 CHF | 100,00% | 100,00% |