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 | 75.56% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'287 CHF | 9'144 CHF | 99.44% | 99.44% |
12.07.2024 | 45.67% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'938 CHF | 13'469 CHF | 99.42% | 99.42% |
11.07.2024 | 53.14% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'991 CHF | 11'995 CHF | 99.44% | 99.44% |
10.07.2024 | 56.52% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'814 CHF | 11'407 CHF | 99.50% | 99.50% |
09.07.2024 | 163.25% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'158 CHF | 5'579 CHF | 97.27% | 97.27% |
08.07.2024 | 166.54% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'005 CHF | 5'503 CHF | 99.49% | 99.49% |
05.07.2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 CHF | 5'500 CHF | 99.40% | 99.40% |
04.07.2024 | 142.86% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'000 CHF | 6'000 CHF | 99.56% | 99.56% |
03.07.2024 | 126.87% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'895 CHF | 6'448 CHF | 99.41% | 99.41% |
02.07.2024 | 164.48% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'092 CHF | 5'546 CHF | 98.40% | 98.40% |