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 | 100.00% | 0.01 CHF | 0.03 CHF | 500,000 | 75,000 | 459,670 | 71,730 | 4,597 CHF | 2,152 CHF | 71.25% | 98.73% |
12/07/2024 | 94.90% | 0.01 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 2,135 CHF | 99.38% | 99.38% |
11/07/2024 | 82.40% | 0.01 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,854 CHF | 47.67% | 99.15% |
10/07/2024 | - | - CHF | 0.02 CHF | 0 | 75,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
09/07/2024 | - | - CHF | 0.02 CHF | 0 | 75,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
08/07/2024 | - | - CHF | 0.02 CHF | 0 | 75,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
05/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 19.89% | 99.62% |
04/07/2024 | 70.16% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,579 CHF | 97.32% | 100.00% |
03/07/2024 | 71.48% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,608 CHF | 97.92% | 99.73% |
02/07/2024 | 81.90% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,843 CHF | 47.52% | 100.00% |