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 | 82.50% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'202 CHF | 8'601 CHF | 99.42% | 99.42% |
12.07.2024 | 39.67% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'378 CHF | 15'189 CHF | 99.36% | 99.36% |
11.07.2024 | 52.03% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'486 CHF | 12'243 CHF | 99.45% | 99.45% |
10.07.2024 | 56.10% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'955 CHF | 11'477 CHF | 99.48% | 99.48% |
09.07.2024 | 153.74% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'570 CHF | 5'785 CHF | 97.27% | 97.27% |
08.07.2024 | 165.66% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'042 CHF | 5'521 CHF | 99.44% | 99.44% |
05.07.2024 | 144.03% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'952 CHF | 5'976 CHF | 99.49% | 99.49% |
04.07.2024 | 125.00% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'000 CHF | 6'500 CHF | 99.58% | 99.58% |
03.07.2024 | 125.54% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'970 CHF | 6'485 CHF | 99.37% | 99.37% |
02.07.2024 | 166.02% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'027 CHF | 5'514 CHF | 98.40% | 98.40% |