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 | 138.73% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'350 CHF | 6'175 CHF | 94.35% | 94.35% |
12.07.2024 | 141.97% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'186 CHF | 6'093 CHF | 84.53% | 84.53% |
11.07.2024 | 128.95% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'787 CHF | 6'393 CHF | 98.89% | 98.89% |
10.07.2024 | 116.42% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'620 CHF | 6'810 CHF | 97.65% | 97.65% |
09.07.2024 | 107.46% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'330 CHF | 7'165 CHF | 98.45% | 98.45% |
08.07.2024 | 98.14% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'209 CHF | 7'604 CHF | 98.83% | 98.83% |
05.07.2024 | 93.51% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'720 CHF | 7'860 CHF | 90.61% | 90.61% |
04.07.2024 | 101.14% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'928 CHF | 7'464 CHF | 98.10% | 98.10% |
03.07.2024 | 105.22% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'614 CHF | 7'307 CHF | 99.19% | 99.19% |
02.07.2024 | 142.72% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'033 CHF | 6'017 CHF | 96.41% | 96.41% |