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 | 72.61% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'784 CHF | 9'392 CHF | 96.52% | 96.52% |
12.07.2024 | 69.04% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'583 CHF | 9'791 CHF | 92.00% | 92.00% |
11.07.2024 | 77.60% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'895 CHF | 8'947 CHF | 98.45% | 98.45% |
10.07.2024 | 92.51% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'824 CHF | 7'912 CHF | 98.45% | 98.45% |
09.07.2024 | 101.87% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'839 CHF | 7'420 CHF | 97.90% | 97.90% |
08.07.2024 | 91.91% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'891 CHF | 7'946 CHF | 98.03% | 98.03% |
05.07.2024 | 90.18% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'113 CHF | 8'057 CHF | 99.06% | 99.06% |
04.07.2024 | 83.23% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'017 CHF | 8'508 CHF | 99.56% | 99.56% |
03.07.2024 | 98.66% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'148 CHF | 7'574 CHF | 97.72% | 97.72% |
02.07.2024 | 100.33% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'970 CHF | 7'485 CHF | 99.58% | 99.58% |