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% | 101,28 % | 102,08 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 784 CHF | 61 264 CHF | 100,00% | 100,00% |
15/07/2024 | 0,79% | 101,31 % | 102,11 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 827 CHF | 61 307 CHF | 100,00% | 100,00% |
12/07/2024 | 0,79% | 101,30 % | 102,10 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 760 CHF | 61 240 CHF | 100,00% | 100,00% |
11/07/2024 | 0,79% | 101,24 % | 102,04 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 758 CHF | 61 238 CHF | 100,00% | 100,00% |
10/07/2024 | 0,79% | 101,22 % | 102,02 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 705 CHF | 61 185 CHF | 100,00% | 100,00% |
09/07/2024 | 0,79% | 101,13 % | 101,93 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 673 CHF | 61 153 CHF | 100,00% | 100,00% |
08/07/2024 | 0,79% | 101,01 % | 101,81 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 595 CHF | 61 075 CHF | 82,74% | 82,74% |
05/07/2024 | 0,79% | 102,98 % | 103,80 % | 60 000 | 60 000 | 60 000 | 60 000 | 61 814 CHF | 62 306 CHF | 100,00% | 100,00% |
04/07/2024 | 0,79% | 103,02 % | 103,84 % | 60 000 | 60 000 | 60 000 | 60 000 | 61 798 CHF | 62 290 CHF | 100,00% | 100,00% |
03/07/2024 | 0,79% | 103,04 % | 103,86 % | 60 000 | 60 000 | 60 000 | 60 000 | 61 824 CHF | 62 316 CHF | 100,00% | 100,00% |