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 | 109.92% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'109 CHF | 7'055 CHF | 97.65% | 97.65% |
12.07.2024 | 115.92% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'058 CHF | 7'029 CHF | 85.42% | 85.42% |
11.07.2024 | 100.90% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'933 CHF | 7'466 CHF | 98.63% | 98.63% |
10.07.2024 | 112.52% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'905 CHF | 6'953 CHF | 99.66% | 99.66% |
09.07.2024 | 100.58% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'971 CHF | 7'486 CHF | 99.52% | 99.52% |
08.07.2024 | 106.01% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'477 CHF | 7'238 CHF | 99.61% | 99.61% |
05.07.2024 | 101.27% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'900 CHF | 7'450 CHF | 99.60% | 99.60% |
04.07.2024 | 105.18% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'630 CHF | 7'315 CHF | 99.56% | 99.56% |
03.07.2024 | 91.16% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'983 CHF | 7'991 CHF | 98.97% | 98.97% |
02.07.2024 | 83.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'981 CHF | 8'490 CHF | 99.59% | 99.59% |