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% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,274 CHF | 502,774 CHF | 8.69% | 8.69% |
12/07/2024 | - | 100.60 % | 101.10 % | 500,000 | 500,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
11/07/2024 | - | 99.85 % | 100.35 % | 500,000 | 500,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
10/07/2024 | - | 99.80 % | 100.30 % | 500,000 | 500,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
09/07/2024 | - | 100.25 % | 100.75 % | 500,000 | 500,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |