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 | 500,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12/07/2024 | 166.67% | 0.00 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,000 CHF | 11,000 CHF | 99.71% | 100.00% |
11/07/2024 | 166.67% | 0.00 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,000 CHF | 11,000 CHF | 71.58% | 71.58% |
10/07/2024 | 166.51% | 0.00 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,005 CHF | 11,000 CHF | 97.49% | 100.00% |
09/07/2024 | 166.67% | 0.00 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,000 CHF | 11,000 CHF | 11.49% | 97.80% |
08/07/2024 | 166.72% | 0.00 CHF | 0.02 CHF | 500,000 | 500,000 | 499,127 | 499,127 | 998 CHF | 10,998 CHF | 100.00% | 100.00% |
05/07/2024 | 114.84% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,978 CHF | 11,002 CHF | 100.00% | 100.00% |
04/07/2024 | 120.66% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,818 CHF | 11,348 CHF | 100.00% | 100.00% |
03/07/2024 | 108.73% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 3,422 CHF | 11,472 CHF | 100.00% | 100.00% |
02/07/2024 | 42.95% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 9,364 CHF | 14,388 CHF | 100.00% | 100.00% |