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% | 100,92 % | 101,72 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 543 CHF | 61 023 CHF | 100,00% | 100,00% |
15/07/2024 | 0,79% | 101,01 % | 101,81 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 614 CHF | 61 094 CHF | 100,00% | 100,00% |
12/07/2024 | 0,79% | 100,92 % | 101,72 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 569 CHF | 61 049 CHF | 100,00% | 100,00% |
11/07/2024 | 0,79% | 101,16 % | 101,96 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 677 CHF | 61 157 CHF | 100,00% | 100,00% |
10/07/2024 | 0,79% | 101,34 % | 102,14 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 772 CHF | 61 252 CHF | 100,00% | 100,00% |
09/07/2024 | 0,79% | 101,26 % | 102,06 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 734 CHF | 61 214 CHF | 100,00% | 100,00% |
08/07/2024 | 0,79% | 101,25 % | 102,05 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 725 CHF | 61 205 CHF | 100,00% | 100,00% |
05/07/2024 | 0,79% | 101,12 % | 101,92 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 667 CHF | 61 147 CHF | 100,00% | 100,00% |
04/07/2024 | 0,79% | 101,11 % | 101,91 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 631 CHF | 61 111 CHF | 100,00% | 100,00% |
03/07/2024 | 0,79% | 100,88 % | 101,68 % | 60 000 | 60 000 | 60 000 | 56 058 | 60 284 CHF | 56 772 CHF | 100,00% | 100,00% |