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 | 66.67% | 0.01 CHF | 0.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 3,000 CHF | 2,000 CHF | 0.12% | 98.16% |
12/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 3,000 CHF | 2,000 CHF | 92.08% | 98.49% |
11/07/2024 | 66.67% | 0.01 CHF | 0.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 3,000 CHF | 2,000 CHF | 1.96% | 99.08% |
10/07/2024 | 66.67% | 0.01 CHF | 0.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 3,000 CHF | 2,000 CHF | 2.59% | 100.00% |
09/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 3,000 CHF | 2,000 CHF | 46.70% | 100.00% |
08/07/2024 | - | - CHF | 0.01 CHF | 0 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
05/07/2024 | - | - CHF | 0.01 CHF | 0 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.88% |
04/07/2024 | - | - CHF | 0.01 CHF | 0 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.49% |
03/07/2024 | - | - CHF | 0.01 CHF | 0 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.79% |
02/07/2024 | 66.67% | 0.01 CHF | 0.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 3,000 CHF | 2,000 CHF | 43.38% | 99.38% |