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% | 101,66 % | 102,47 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 765 CHF | 61 248 CHF | 100,00% | 100,00% |
15/07/2024 | 0,79% | 101,72 % | 102,53 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 067 CHF | 60 542 CHF | 100,00% | 100,00% |
12/07/2024 | 0,79% | 99,40 % | 100,19 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 627 CHF | 60 101 CHF | 100,00% | 100,00% |
11/07/2024 | 0,79% | 99,23 % | 100,02 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 110 CHF | 59 578 CHF | 100,00% | 100,00% |
10/07/2024 | 0,79% | 98,21 % | 98,99 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 999 CHF | 59 467 CHF | 100,00% | 100,00% |
09/07/2024 | 0,79% | 98,96 % | 99,74 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 568 CHF | 60 042 CHF | 100,00% | 100,00% |
08/07/2024 | 0,79% | 99,34 % | 100,13 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 539 CHF | 60 013 CHF | 100,00% | 100,00% |
05/07/2024 | 0,79% | 100,18 % | 100,97 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 108 CHF | 60 582 CHF | 100,00% | 100,00% |
04/07/2024 | 0,79% | 100,16 % | 100,95 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 105 CHF | 60 579 CHF | 100,00% | 100,00% |
03/07/2024 | 0,79% | 100,13 % | 100,92 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 860 CHF | 60 334 CHF | 100,00% | 100,00% |