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 | 101.79% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 4'888 CHF | 3'718 CHF | 100.00% | 100.00% |
12.07.2024 | 100.26% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'584 | 250'000 | 4'946 CHF | 3'750 CHF | 98.97% | 98.97% |
11.07.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'245 | 250'000 | 4'961 CHF | 3'750 CHF | 99.05% | 99.05% |
10.07.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.83% | 99.83% |
09.07.2024 | 112.46% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 4'211 CHF | 3'750 CHF | 100.00% | 100.00% |
08.07.2024 | 119.14% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 3'790 CHF | 3'649 CHF | 100.00% | 100.00% |
05.07.2024 | 115.47% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 4'020 CHF | 3'748 CHF | 100.00% | 100.00% |
04.07.2024 | 118.31% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 3'842 CHF | 3'684 CHF | 100.00% | 100.00% |
03.07.2024 | 131.81% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 2'996 CHF | 3'332 CHF | 99.51% | 99.51% |
02.07.2024 | 146.08% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 2'101 CHF | 2'959 CHF | 100.00% | 100.00% |