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% | 101,49 % | 102,29 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 894 CHF | 61 374 CHF | 100,00% | 100,00% |
15/07/2024 | 0,79% | 101,49 % | 102,29 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 894 CHF | 61 374 CHF | 100,00% | 100,00% |
12/07/2024 | 0,79% | 101,46 % | 102,26 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 830 CHF | 61 310 CHF | 100,00% | 100,00% |
11/07/2024 | 0,79% | 101,57 % | 102,38 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 947 CHF | 61 433 CHF | 100,00% | 100,00% |
10/07/2024 | 0,79% | 101,41 % | 102,21 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 828 CHF | 61 308 CHF | 100,00% | 100,00% |
09/07/2024 | 0,79% | 101,30 % | 102,10 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 820 CHF | 61 300 CHF | 100,00% | 100,00% |
08/07/2024 | 0,79% | 101,26 % | 102,06 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 767 CHF | 61 247 CHF | 100,00% | 100,00% |
05/07/2024 | 0,79% | 101,22 % | 102,02 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 763 CHF | 61 243 CHF | 100,00% | 100,00% |
04/07/2024 | 0,79% | 101,25 % | 102,05 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 747 CHF | 61 227 CHF | 100,00% | 100,00% |
03/07/2024 | 0,79% | 101,15 % | 101,95 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 659 CHF | 61 139 CHF | 100,00% | 100,00% |