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% | 100,45 % | 101,25 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 122 CHF | 60 598 CHF | 100,00% | 100,00% |
15/07/2024 | 0,79% | 100,21 % | 101,00 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 295 CHF | 60 775 CHF | 100,00% | 100,00% |
12/07/2024 | 0,79% | 99,90 % | 100,69 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 890 CHF | 60 364 CHF | 100,00% | 100,00% |
11/07/2024 | 0,79% | 99,77 % | 100,56 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 788 CHF | 60 262 CHF | 100,00% | 100,00% |
10/07/2024 | 0,79% | 99,38 % | 100,17 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 565 CHF | 60 039 CHF | 100,00% | 100,00% |
09/07/2024 | 0,79% | 99,14 % | 99,93 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 622 CHF | 60 096 CHF | 100,00% | 100,00% |
08/07/2024 | 0,79% | 99,58 % | 100,37 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 890 CHF | 60 364 CHF | 100,00% | 100,00% |
05/07/2024 | 0,79% | 99,53 % | 100,32 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 710 CHF | 60 184 CHF | 100,00% | 100,00% |
04/07/2024 | 0,79% | 99,51 % | 100,30 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 728 CHF | 60 202 CHF | 100,00% | 100,00% |
03/07/2024 | 0,79% | 99,53 % | 100,32 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 967 CHF | 60 441 CHF | 100,00% | 100,00% |