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 | 156.28% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'455 CHF | 5'728 CHF | 98.71% | 98.71% |
12.07.2024 | 92.58% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'826 CHF | 7'913 CHF | 95.74% | 95.74% |
11.07.2024 | 128.03% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'001 CHF | 6'501 CHF | 98.93% | 98.93% |
10.07.2024 | 138.24% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'275 CHF | 6'138 CHF | 97.76% | 97.76% |
09.07.2024 | 141.18% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'171 CHF | 6'085 CHF | 94.43% | 99.04% |
08.07.2024 | 133.56% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'521 CHF | 6'261 CHF | 96.82% | 96.82% |
05.07.2024 | 109.69% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'171 CHF | 7'085 CHF | 94.81% | 94.81% |
04.07.2024 | 135.19% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'429 CHF | 6'215 CHF | 95.92% | 95.92% |
03.07.2024 | 150.72% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'682 CHF | 5'841 CHF | 64.08% | 98.55% |
02.07.2024 | 125.32% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'060 CHF | 6'530 CHF | 98.66% | 98.66% |