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 | - | 96.60 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12/07/2024 | 0.31% | 97.10 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,669 CHF | 487,169 CHF | 100.00% | 100.00% |
11/07/2024 | 0.31% | 97.10 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,866 CHF | 486,366 CHF | 100.00% | 100.00% |
10/07/2024 | 0.31% | 96.80 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,943 CHF | 486,443 CHF | 100.00% | 100.00% |
09/07/2024 | 0.52% | 96.80 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,459 CHF | 485,959 CHF | 100.00% | 100.00% |
08/07/2024 | - | 96.30 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
05/07/2024 | - | 96.30 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.13% |
04/07/2024 | - | 95.90 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.45% |
03/07/2024 | - | 95.20 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
02/07/2024 | - | 94.80 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |