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% | 101,39 % | 102,19 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 799 CHF | 61 279 CHF | 100,00% | 100,00% |
15/07/2024 | 0,79% | 101,35 % | 102,15 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 862 CHF | 61 345 CHF | 100,00% | 100,00% |
12/07/2024 | 0,79% | 101,53 % | 102,34 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 923 CHF | 61 408 CHF | 100,00% | 100,00% |
11/07/2024 | 0,79% | 101,52 % | 102,33 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 898 CHF | 61 379 CHF | 100,00% | 100,00% |
10/07/2024 | 0,79% | 101,40 % | 102,20 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 861 CHF | 61 341 CHF | 100,00% | 100,00% |
09/07/2024 | 0,79% | 101,37 % | 102,17 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 896 CHF | 61 380 CHF | 100,00% | 100,00% |
08/07/2024 | 0,79% | 101,58 % | 102,39 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 978 CHF | 61 464 CHF | 100,00% | 100,00% |
05/07/2024 | 0,79% | 101,65 % | 102,46 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 974 CHF | 61 460 CHF | 100,00% | 100,00% |
04/07/2024 | 0,79% | 101,58 % | 102,39 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 925 CHF | 61 411 CHF | 100,00% | 100,00% |
03/07/2024 | 0,79% | 101,35 % | 102,15 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 810 CHF | 61 290 CHF | 100,00% | 100,00% |