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% | 100,83 % | 101,63 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 498 CHF | 60 978 CHF | 100,00% | 100,00% |
15/07/2024 | 0,79% | 100,83 % | 101,63 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 498 CHF | 60 978 CHF | 100,00% | 100,00% |
12/07/2024 | 0,79% | 100,82 % | 101,62 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 420 CHF | 60 900 CHF | 100,00% | 100,00% |
11/07/2024 | 0,79% | 100,35 % | 101,15 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 187 CHF | 60 667 CHF | 100,00% | 100,00% |
10/07/2024 | 0,79% | 100,18 % | 100,97 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 034 CHF | 60 509 CHF | 100,00% | 100,00% |
09/07/2024 | 0,79% | 100,23 % | 101,02 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 215 CHF | 60 694 CHF | 100,00% | 100,00% |
08/07/2024 | 0,79% | 100,17 % | 100,96 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 116 CHF | 60 590 CHF | 100,00% | 100,00% |
05/07/2024 | 0,79% | 100,12 % | 100,91 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 172 CHF | 60 651 CHF | 100,00% | 100,00% |
04/07/2024 | 0,79% | 100,16 % | 100,95 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 072 CHF | 60 546 CHF | 100,00% | 100,00% |
03/07/2024 | 0,79% | 100,25 % | 101,05 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 133 CHF | 60 612 CHF | 100,00% | 100,00% |