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 | 160.50% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'265 CHF | 5'632 CHF | 94.32% | 94.32% |
12.07.2024 | 164.45% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'097 CHF | 5'548 CHF | 84.53% | 84.53% |
11.07.2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 CHF | 5'500 CHF | 98.89% | 98.89% |
10.07.2024 | 166.62% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'002 CHF | 5'501 CHF | 97.70% | 97.70% |
09.07.2024 | 156.85% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'417 CHF | 5'708 CHF | 98.38% | 98.38% |
08.07.2024 | 162.67% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'168 CHF | 5'584 CHF | 98.86% | 98.86% |
05.07.2024 | 166.24% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'018 CHF | 5'509 CHF | 90.63% | 90.63% |
04.07.2024 | 166.15% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'022 CHF | 5'511 CHF | 98.10% | 98.10% |
03.07.2024 | 162.79% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'163 CHF | 5'582 CHF | 99.18% | 99.18% |
02.07.2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 CHF | 5'500 CHF | 96.41% | 96.41% |