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% | 98,52 % | 99,30 % | 60 000 | 100 000 | 60 000 | 100 000 | 59 020 CHF | 99 146 CHF | 100,00% | 100,00% |
15/07/2024 | 0,79% | 98,44 % | 99,22 % | 60 000 | 100 000 | 60 000 | 100 000 | 59 253 CHF | 99 535 CHF | 100,00% | 100,00% |
12/07/2024 | 0,79% | 98,74 % | 99,52 % | 60 000 | 100 000 | 60 000 | 100 000 | 59 083 CHF | 99 252 CHF | 100,00% | 100,00% |
11/07/2024 | 0,79% | 98,52 % | 99,30 % | 60 000 | 100 000 | 60 000 | 100 000 | 59 179 CHF | 99 412 CHF | 100,00% | 100,00% |
10/07/2024 | 0,79% | 98,53 % | 99,31 % | 60 000 | 100 000 | 60 000 | 100 000 | 59 442 CHF | 99 859 CHF | 100,00% | 100,00% |
09/07/2024 | 0,79% | 99,46 % | 100,25 % | 60 000 | 100 000 | 60 000 | 100 000 | 59 582 CHF | 100 093 CHF | 100,00% | 100,00% |
08/07/2024 | 0,79% | 99,19 % | 99,98 % | 60 000 | 100 000 | 60 000 | 100 000 | 59 546 CHF | 100 033 CHF | 100,00% | 100,00% |
05/07/2024 | 0,79% | 99,46 % | 100,25 % | 60 000 | 100 000 | 60 000 | 100 000 | 59 654 CHF | 100 214 CHF | 100,00% | 100,00% |
04/07/2024 | 0,79% | 99,63 % | 100,42 % | 60 000 | 100 000 | 60 000 | 100 000 | 59 746 CHF | 100 366 CHF | 100,00% | 100,00% |
03/07/2024 | 0,79% | 99,54 % | 100,33 % | 60 000 | 100 000 | 60 000 | 100 000 | 59 746 CHF | 100 367 CHF | 100,00% | 100,00% |