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 | 109.19% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'212 CHF | 7'106 CHF | 99.43% | 99.43% |
12.07.2024 | 106.36% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'440 CHF | 7'220 CHF | 99.59% | 99.59% |
11.07.2024 | 120.35% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'350 CHF | 6'675 CHF | 99.17% | 99.17% |
10.07.2024 | 137.27% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'314 CHF | 6'157 CHF | 99.49% | 99.49% |
09.07.2024 | 149.68% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'736 CHF | 5'868 CHF | 86.56% | 86.56% |
08.07.2024 | 145.76% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'881 CHF | 5'941 CHF | 99.42% | 99.42% |
05.07.2024 | 148.00% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'784 CHF | 5'892 CHF | 99.38% | 99.38% |
04.07.2024 | 144.69% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'923 CHF | 5'962 CHF | 99.56% | 99.56% |
03.07.2024 | 127.71% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'874 CHF | 6'437 CHF | 99.48% | 99.48% |
02.07.2024 | 155.51% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'469 CHF | 5'734 CHF | 99.52% | 99.52% |