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 | - | - CHF | 0.02 CHF | 0 | 1,000,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12/07/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,000 CHF | 20,000 CHF | 77.22% | 99.85% |
11/07/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,000 CHF | 20,000 CHF | 71.51% | 71.51% |
10/07/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,000 CHF | 20,000 CHF | 99.38% | 99.38% |
09/07/2024 | 163.76% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 996,352 | 996,352 | 1,993 CHF | 19,993 CHF | 100.00% | 100.00% |
08/07/2024 | 161.39% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 998,274 | 998,274 | 2,149 CHF | 19,997 CHF | 100.00% | 100.00% |
05/07/2024 | 133.33% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,000 CHF | 20,000 CHF | 99.56% | 99.56% |
04/07/2024 | 133.33% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,000 CHF | 20,000 CHF | 100.00% | 100.00% |
03/07/2024 | 94.45% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 7,219 CHF | 20,000 CHF | 99.77% | 99.77% |
02/07/2024 | 65.99% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 10,173 CHF | 20,173 CHF | 99.94% | 99.94% |