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 | 74.22% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'501 CHF | 9'251 CHF | 99.61% | 99.61% |
12.07.2024 | 46.35% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'623 CHF | 13'312 CHF | 96.15% | 96.15% |
11.07.2024 | 68.01% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'773 CHF | 9'887 CHF | 98.43% | 98.43% |
10.07.2024 | 86.53% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'615 CHF | 8'307 CHF | 99.59% | 99.59% |
09.07.2024 | 98.60% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'159 CHF | 7'579 CHF | 97.97% | 97.97% |
08.07.2024 | 116.56% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'609 CHF | 6'805 CHF | 99.12% | 99.12% |
05.07.2024 | 94.54% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'610 CHF | 7'805 CHF | 99.47% | 99.47% |
04.07.2024 | 84.06% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'905 CHF | 8'452 CHF | 99.34% | 99.34% |
03.07.2024 | 89.19% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'242 CHF | 8'121 CHF | 99.38% | 99.38% |
02.07.2024 | 124.81% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'015 CHF | 6'508 CHF | 99.60% | 99.60% |