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 | 155.46% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'527 CHF | 5'763 CHF | 94.33% | 94.33% |
12.07.2024 | 160.04% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'307 CHF | 5'653 CHF | 84.59% | 84.59% |
11.07.2024 | 160.65% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'253 CHF | 5'626 CHF | 98.86% | 98.86% |
10.07.2024 | 148.57% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'767 CHF | 5'884 CHF | 97.63% | 97.63% |
09.07.2024 | 134.26% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'491 CHF | 6'245 CHF | 98.45% | 98.45% |
08.07.2024 | 129.69% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'741 CHF | 6'371 CHF | 98.90% | 98.90% |
05.07.2024 | 129.00% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'803 CHF | 6'402 CHF | 90.60% | 90.60% |
04.07.2024 | 135.35% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'423 CHF | 6'211 CHF | 98.14% | 98.14% |
03.07.2024 | 132.78% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'593 CHF | 6'297 CHF | 99.17% | 99.17% |
02.07.2024 | 164.49% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'091 CHF | 5'546 CHF | 96.42% | 96.42% |