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% | 101,11 % | 101,91 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 653 CHF | 61 133 CHF | 100,00% | 100,00% |
15/07/2024 | 0,79% | 101,06 % | 101,86 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 619 CHF | 61 099 CHF | 100,00% | 100,00% |
12/07/2024 | 0,79% | 100,95 % | 101,75 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 549 CHF | 61 029 CHF | 100,00% | 100,00% |
11/07/2024 | 0,79% | 100,88 % | 101,68 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 512 CHF | 60 992 CHF | 100,00% | 100,00% |
10/07/2024 | 0,79% | 100,70 % | 101,50 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 377 CHF | 60 857 CHF | 100,00% | 100,00% |
09/07/2024 | 0,79% | 100,59 % | 101,39 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 355 CHF | 60 835 CHF | 100,00% | 100,00% |
08/07/2024 | 0,79% | 100,59 % | 101,39 % | 60 000 | 60 000 | 56 903 | 60 000 | 57 256 CHF | 60 852 CHF | 100,00% | 100,00% |
05/07/2024 | 0,79% | 100,58 % | 101,38 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 348 CHF | 60 828 CHF | 100,00% | 100,00% |
04/07/2024 | 0,79% | 100,63 % | 101,43 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 375 CHF | 60 855 CHF | 100,00% | 100,00% |
03/07/2024 | 0,79% | 100,66 % | 101,46 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 355 CHF | 60 835 CHF | 100,00% | 100,00% |