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 | 105.91% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'472 CHF | 7'236 CHF | 95.51% | 95.51% |
12.07.2024 | 106.62% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'436 CHF | 7'218 CHF | 99.28% | 99.28% |
11.07.2024 | 124.25% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'068 CHF | 6'534 CHF | 99.02% | 99.02% |
10.07.2024 | 146.63% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'848 CHF | 5'924 CHF | 99.35% | 99.36% |
09.07.2024 | 127.72% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'865 CHF | 6'433 CHF | 99.41% | 99.41% |
08.07.2024 | 106.19% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'492 CHF | 7'246 CHF | 99.38% | 99.38% |
05.07.2024 | 69.25% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'631 CHF | 9'815 CHF | 99.24% | 99.24% |
04.07.2024 | 63.62% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'745 CHF | 10'373 CHF | 99.37% | 99.37% |
03.07.2024 | 65.26% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'360 CHF | 10'180 CHF | 99.29% | 99.29% |
02.07.2024 | 54.68% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'366 CHF | 11'683 CHF | 99.39% | 99.39% |