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 | 166.67% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 CHF | 5'500 CHF | 94.34% | 94.34% |
12.07.2024 | 166.42% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'010 CHF | 5'505 CHF | 84.56% | 84.56% |
11.07.2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 CHF | 5'500 CHF | 98.88% | 98.88% |
10.07.2024 | 166.15% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'022 CHF | 5'511 CHF | 97.70% | 97.70% |
09.07.2024 | 147.01% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'929 CHF | 5'965 CHF | 98.45% | 98.45% |
08.07.2024 | 106.90% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'410 CHF | 7'205 CHF | 98.84% | 98.84% |
05.07.2024 | 99.03% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'197 CHF | 7'599 CHF | 90.61% | 90.61% |
04.07.2024 | 109.62% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'185 CHF | 7'093 CHF | 98.11% | 98.11% |
03.07.2024 | 120.21% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'544 CHF | 6'772 CHF | 99.16% | 99.16% |
02.07.2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 CHF | 5'500 CHF | 96.41% | 96.41% |