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 | 74.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'580 CHF | 9'290 CHF | 99.54% | 99.54% |
12.07.2024 | 70.06% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'300 CHF | 9'650 CHF | 99.51% | 99.51% |
11.07.2024 | 83.71% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'961 CHF | 8'481 CHF | 99.26% | 99.26% |
10.07.2024 | 93.62% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'704 CHF | 7'852 CHF | 99.50% | 99.50% |
09.07.2024 | 101.87% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'845 CHF | 7'423 CHF | 86.62% | 86.62% |
08.07.2024 | 99.80% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'023 CHF | 7'511 CHF | 99.44% | 99.44% |
05.07.2024 | 96.32% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'451 CHF | 7'725 CHF | 99.46% | 99.46% |
04.07.2024 | 95.38% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'508 CHF | 7'754 CHF | 99.56% | 99.56% |
03.07.2024 | 92.42% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'853 CHF | 7'927 CHF | 99.49% | 99.49% |
02.07.2024 | 111.71% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'959 CHF | 6'979 CHF | 99.55% | 99.55% |