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 | 89.98% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'207 CHF | 8'103 CHF | 98.72% | 98.72% |
12.07.2024 | 61.29% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'333 CHF | 10'667 CHF | 95.77% | 95.77% |
11.07.2024 | 72.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'003 CHF | 9'502 CHF | 98.91% | 98.91% |
10.07.2024 | 79.65% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'580 CHF | 8'790 CHF | 98.76% | 98.76% |
09.07.2024 | 81.82% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'279 CHF | 8'639 CHF | 99.04% | 99.04% |
08.07.2024 | 75.74% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'229 CHF | 9'115 CHF | 96.83% | 96.83% |
05.07.2024 | 67.29% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'895 CHF | 9'948 CHF | 96.03% | 96.03% |
04.07.2024 | 76.24% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'125 CHF | 9'062 CHF | 95.92% | 95.92% |
03.07.2024 | 86.35% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'617 CHF | 8'308 CHF | 96.99% | 96.99% |
02.07.2024 | 78.53% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'753 CHF | 8'877 CHF | 98.67% | 98.67% |