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 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,046 CHF | 498,546 CHF | 8.69% | 8.69% |
12/07/2024 | - | 98.90 % | 99.40 % | 500,000 | 500,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
11/07/2024 | - | 98.65 % | 99.15 % | 500,000 | 500,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
10/07/2024 | - | 99.00 % | 99.50 % | 500,000 | 500,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
09/07/2024 | - | 99.15 % | 99.65 % | 500,000 | 500,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |