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 | 126.66% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'978 CHF | 6'489 CHF | 96.41% | 96.41% |
12.07.2024 | 110.91% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'052 CHF | 7'026 CHF | 97.61% | 97.61% |
11.07.2024 | 104.18% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'627 CHF | 7'314 CHF | 97.90% | 97.90% |
10.07.2024 | 121.70% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'263 CHF | 6'631 CHF | 96.77% | 96.77% |
09.07.2024 | 119.05% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'428 CHF | 6'714 CHF | 94.84% | 94.84% |
08.07.2024 | 103.42% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'713 CHF | 7'356 CHF | 95.78% | 95.78% |
05.07.2024 | 88.31% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'367 CHF | 8'184 CHF | 97.79% | 97.79% |
04.07.2024 | 75.95% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'178 CHF | 9'089 CHF | 90.55% | 90.55% |
03.07.2024 | 83.86% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'949 CHF | 8'474 CHF | 95.90% | 95.90% |
02.07.2024 | 109.16% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'223 CHF | 7'112 CHF | 98.91% | 98.91% |