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 | 141.24% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'139 CHF | 6'070 CHF | 85.22% | 98.71% |
12.07.2024 | 96.85% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'350 CHF | 7'675 CHF | 95.75% | 95.75% |
11.07.2024 | 117.14% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'614 CHF | 6'807 CHF | 98.94% | 98.94% |
10.07.2024 | 130.81% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'675 CHF | 6'337 CHF | 97.77% | 97.77% |
09.07.2024 | 136.88% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'336 CHF | 6'168 CHF | 99.05% | 99.05% |
08.07.2024 | 126.87% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'907 CHF | 6'453 CHF | 96.84% | 96.84% |
05.07.2024 | 110.63% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'100 CHF | 7'050 CHF | 96.06% | 96.06% |
04.07.2024 | 123.89% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'086 CHF | 6'543 CHF | 95.91% | 95.91% |
03.07.2024 | 139.09% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'211 CHF | 6'106 CHF | 98.56% | 98.56% |
02.07.2024 | 124.93% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'017 CHF | 6'509 CHF | 98.67% | 98.67% |