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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 6.83% | 98.94 % | 105.94 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,410 CHF | 158,910 CHF | 100.00% | 100.00% |
12/07/2024 | 6.84% | 98.86 % | 105.86 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,317 CHF | 158,817 CHF | 78.49% | 78.49% |
11/07/2024 | 6.84% | 98.86 % | 105.86 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,256 CHF | 158,756 CHF | 100.00% | 100.00% |
10/07/2024 | 6.86% | 98.68 % | 105.68 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,915 CHF | 158,415 CHF | 94.74% | 94.74% |
09/07/2024 | 6.86% | 98.58 % | 105.58 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,890 CHF | 158,390 CHF | 97.75% | 97.75% |
08/07/2024 | 6.86% | 98.46 % | 105.46 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,809 CHF | 158,309 CHF | 99.79% | 99.79% |
05/07/2024 | 6.86% | 98.50 % | 105.50 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,761 CHF | 158,261 CHF | 100.00% | 100.00% |
04/07/2024 | 6.87% | 98.43 % | 105.43 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,607 CHF | 158,107 CHF | 98.26% | 98.26% |
03/07/2024 | 6.87% | 98.34 % | 105.34 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,488 CHF | 157,988 CHF | 100.00% | 100.00% |
02/07/2024 | 6.90% | 98.04 % | 105.04 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,848 CHF | 157,348 CHF | 100.00% | 100.00% |