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% | 101,46 % | 102,26 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 876 CHF | 61 356 CHF | 100,00% | 100,00% |
15/07/2024 | 0,79% | 101,45 % | 102,25 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 875 CHF | 61 355 CHF | 100,00% | 100,00% |
12/07/2024 | 0,79% | 101,42 % | 102,22 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 603 CHF | 61 083 CHF | 100,00% | 100,00% |
11/07/2024 | 0,79% | 100,73 % | 101,53 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 344 CHF | 60 824 CHF | 100,00% | 100,00% |
10/07/2024 | 0,79% | 100,40 % | 101,20 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 065 CHF | 60 540 CHF | 100,00% | 100,00% |
09/07/2024 | 0,79% | 99,71 % | 100,50 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 002 CHF | 60 476 CHF | 100,00% | 100,00% |
08/07/2024 | 0,79% | 100,33 % | 101,13 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 250 CHF | 60 730 CHF | 100,00% | 100,00% |
05/07/2024 | 0,79% | 100,16 % | 100,95 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 319 CHF | 60 798 CHF | 100,00% | 100,00% |
04/07/2024 | 0,79% | 100,30 % | 101,10 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 164 CHF | 60 644 CHF | 100,00% | 100,00% |
03/07/2024 | 0,79% | 100,19 % | 100,98 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 075 CHF | 60 549 CHF | 100,00% | 100,00% |