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% | 100,28 % | 101,08 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 098 CHF | 60 572 CHF | 100,00% | 100,00% |
15/07/2024 | 0,79% | 100,16 % | 100,95 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 126 CHF | 60 601 CHF | 100,00% | 100,00% |
12/07/2024 | 0,79% | 100,14 % | 100,93 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 070 CHF | 60 544 CHF | 100,00% | 100,00% |
11/07/2024 | 0,79% | 99,99 % | 100,78 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 900 CHF | 60 374 CHF | 100,00% | 100,00% |
10/07/2024 | 0,79% | 99,48 % | 100,27 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 648 CHF | 60 122 CHF | 100,00% | 100,00% |
09/07/2024 | 0,79% | 99,40 % | 100,19 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 772 CHF | 60 246 CHF | 100,00% | 100,00% |
08/07/2024 | 0,79% | 101,89 % | 102,70 % | 60 000 | 60 000 | 60 000 | 60 000 | 61 171 CHF | 61 657 CHF | 100,00% | 100,00% |
05/07/2024 | 0,79% | 102,11 % | 102,92 % | 60 000 | 60 000 | 60 000 | 60 000 | 61 303 CHF | 61 789 CHF | 100,00% | 100,00% |
04/07/2024 | 0,79% | 102,10 % | 102,91 % | 60 000 | 60 000 | 60 000 | 60 000 | 61 213 CHF | 61 699 CHF | 100,00% | 100,00% |
03/07/2024 | 0,79% | 101,88 % | 102,69 % | 60 000 | 60 000 | 60 000 | 60 000 | 61 110 CHF | 61 596 CHF | 100,00% | 100,00% |