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 | 163.64% | 0.00 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,000 CHF | 10,000 CHF | 100.00% | 100.00% |
11/07/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,000 CHF | 10,000 CHF | 100.00% | 100.00% |
10/07/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,000 CHF | 10,000 CHF | 100.00% | 100.00% |
09/07/2024 | 163.75% | 0.00 CHF | 0.02 CHF | 500,000 | 500,000 | 498,303 | 498,303 | 997 CHF | 9,997 CHF | 100.00% | 100.00% |
08/07/2024 | 133.33% | 0.00 CHF | 0.02 CHF | 500,000 | 500,000 | 499,126 | 499,126 | 2,000 CHF | 9,997 CHF | 100.00% | 100.00% |
05/07/2024 | 62.72% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 5,507 CHF | 10,507 CHF | 100.00% | 100.00% |
04/07/2024 | 73.21% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 4,675 CHF | 10,032 CHF | 100.00% | 100.00% |
03/07/2024 | 58.20% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 6,210 CHF | 11,226 CHF | 99.89% | 99.89% |
02/07/2024 | 31.22% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 13,676 CHF | 18,676 CHF | 100.00% | 100.00% |