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 | 118.57% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'641 CHF | 6'820 CHF | 94.34% | 94.34% |
12.07.2024 | 117.90% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'642 CHF | 6'821 CHF | 84.61% | 84.61% |
11.07.2024 | 102.98% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'751 CHF | 7'375 CHF | 98.88% | 98.88% |
10.07.2024 | 87.25% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'492 CHF | 8'246 CHF | 97.65% | 97.65% |
09.07.2024 | 81.42% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'320 CHF | 8'660 CHF | 98.41% | 98.41% |
08.07.2024 | 70.89% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'136 CHF | 9'568 CHF | 98.82% | 98.82% |
05.07.2024 | 67.94% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'739 CHF | 9'869 CHF | 90.60% | 90.60% |
04.07.2024 | 72.05% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'927 CHF | 9'463 CHF | 98.14% | 98.14% |
03.07.2024 | 79.58% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'745 CHF | 8'872 CHF | 99.06% | 99.06% |
02.07.2024 | 109.94% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'114 CHF | 7'057 CHF | 96.41% | 96.41% |