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% | 100,78 % | 101,58 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 409 CHF | 60 889 CHF | 100,00% | 100,00% |
15/07/2024 | 0,79% | 100,61 % | 101,41 % | 60 000 | 60 000 | 41 560 | 60 000 | 41 828 CHF | 60 868 CHF | 100,00% | 100,00% |
12/07/2024 | 0,79% | 100,91 % | 101,71 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 519 CHF | 60 999 CHF | 100,00% | 100,00% |
11/07/2024 | 0,79% | 100,60 % | 101,40 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 231 CHF | 60 711 CHF | 100,00% | 100,00% |
10/07/2024 | 0,79% | 99,82 % | 100,61 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 891 CHF | 60 365 CHF | 100,00% | 100,00% |
09/07/2024 | 0,79% | 99,80 % | 100,59 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 914 CHF | 60 388 CHF | 100,00% | 100,00% |
08/07/2024 | 0,79% | 99,83 % | 100,62 % | 60 000 | 60 000 | 60 000 | 60 000 | 59 892 CHF | 60 366 CHF | 100,00% | 100,00% |
05/07/2024 | 0,79% | 99,92 % | 100,71 % | 60 000 | 60 000 | 60 000 | 60 000 | 60 314 CHF | 60 790 CHF | 99,23% | 99,23% |
04/07/2024 | 0,79% | 101,77 % | 102,58 % | 60 000 | 60 000 | 60 000 | 60 000 | 61 058 CHF | 61 544 CHF | 100,00% | 100,00% |
03/07/2024 | 0,79% | 101,76 % | 102,57 % | 60 000 | 60 000 | 60 000 | 60 000 | 61 021 CHF | 61 507 CHF | 100,00% | 100,00% |