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 | 111.52% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'974 CHF | 6'987 CHF | 96.48% | 96.48% |
12.07.2024 | 96.50% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'439 CHF | 7'720 CHF | 92.00% | 92.00% |
11.07.2024 | 94.80% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'615 CHF | 7'807 CHF | 98.45% | 98.45% |
10.07.2024 | 129.06% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'772 CHF | 6'386 CHF | 98.44% | 98.44% |
09.07.2024 | 127.45% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'866 CHF | 6'433 CHF | 97.88% | 97.88% |
08.07.2024 | 100.25% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'022 CHF | 7'511 CHF | 98.03% | 98.03% |
05.07.2024 | 109.69% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'137 CHF | 7'068 CHF | 99.01% | 99.01% |
04.07.2024 | 99.75% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'028 CHF | 7'514 CHF | 99.55% | 99.55% |
03.07.2024 | 121.81% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'236 CHF | 6'618 CHF | 97.62% | 97.62% |
02.07.2024 | 109.06% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'230 CHF | 7'115 CHF | 99.59% | 99.59% |