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 | 147.40% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'809 CHF | 5'905 CHF | 87.32% | 94.91% |
12.07.2024 | 130.49% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'698 CHF | 6'349 CHF | 95.52% | 95.52% |
11.07.2024 | 133.83% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'505 CHF | 6'253 CHF | 98.10% | 98.10% |
10.07.2024 | 141.56% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'138 CHF | 6'069 CHF | 98.03% | 98.03% |
09.07.2024 | 143.86% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'963 CHF | 5'982 CHF | 96.19% | 98.02% |
08.07.2024 | 143.31% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'987 CHF | 5'994 CHF | 97.15% | 97.15% |
05.07.2024 | 121.38% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'263 CHF | 6'631 CHF | 98.20% | 98.20% |
04.07.2024 | 122.71% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'165 CHF | 6'582 CHF | 97.77% | 97.77% |
03.07.2024 | 121.73% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'235 CHF | 6'618 CHF | 97.59% | 97.59% |
02.07.2024 | 141.30% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'087 CHF | 6'044 CHF | 97.23% | 97.23% |