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 | 66.10% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'200 CHF | 10'100 CHF | 99.71% | 99.71% |
12.07.2024 | 59.20% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'903 CHF | 10'952 CHF | 96.34% | 96.34% |
11.07.2024 | 64.73% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'857 CHF | 10'428 CHF | 91.10% | 91.10% |
10.07.2024 | 104.12% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'682 CHF | 7'341 CHF | 99.59% | 99.59% |
09.07.2024 | 102.50% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'812 CHF | 7'406 CHF | 96.50% | 96.50% |
08.07.2024 | 94.56% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'600 CHF | 7'800 CHF | 99.57% | 99.57% |
05.07.2024 | 91.68% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'917 CHF | 7'958 CHF | 97.97% | 97.97% |
04.07.2024 | 84.02% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'930 CHF | 8'465 CHF | 99.56% | 99.56% |
03.07.2024 | 98.93% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'123 CHF | 7'561 CHF | 99.50% | 99.50% |
02.07.2024 | 76.76% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'084 CHF | 9'042 CHF | 97.49% | 97.49% |