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 | - | 79.90 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12/07/2024 | - | 81.10 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |
11/07/2024 | - | 83.30 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
10/07/2024 | - | 80.70 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
09/07/2024 | - | 81.30 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.68% |
08/07/2024 | - | 81.90 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
05/07/2024 | - | 84.40 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.13% |
04/07/2024 | - | 82.09 % | 84.12 % | 500,000 | 5,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.45% |
03/07/2024 | 1.03% | 80.39 % | 81.22 % | 500,000 | 500,000 | 500,000 | 500,000 | 402,056 CHF | 406,206 CHF | 100.00% | 100.00% |
02/07/2024 | 1.06% | 79.39 % | 80.22 % | 500,000 | 500,000 | 500,000 | 500,000 | 390,469 CHF | 394,617 CHF | 100.00% | 100.00% |