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% | 99,17 % | 99,96 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 444 CHF | 59 918 CHF | 100,00% | 100,00% |
15/07/2024 | 0,79% | 99,35 % | 100,14 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 710 CHF | 60 184 CHF | 100,00% | 100,00% |
12/07/2024 | 0,79% | 99,34 % | 100,13 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 551 CHF | 60 025 CHF | 100,00% | 100,00% |
11/07/2024 | 0,79% | 99,04 % | 99,83 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 506 CHF | 59 980 CHF | 100,00% | 100,00% |
10/07/2024 | 0,79% | 98,91 % | 99,69 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 273 CHF | 59 741 CHF | 100,00% | 100,00% |
09/07/2024 | 0,79% | 98,75 % | 99,53 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 317 CHF | 59 785 CHF | 100,00% | 100,00% |
08/07/2024 | 0,79% | 98,65 % | 99,43 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 248 CHF | 59 716 CHF | 88,08% | 88,08% |
05/07/2024 | 0,79% | 99,71 % | 100,50 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 934 CHF | 60 408 CHF | 100,00% | 100,00% |
04/07/2024 | 0,79% | 98,31 % | 99,09 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 829 CHF | 59 296 CHF | 100,00% | 100,00% |
03/07/2024 | 0,79% | 100,13 % | 100,92 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 108 CHF | 60 583 CHF | 100,00% | 100,00% |