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 | 69.73% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'474 CHF | 9'737 CHF | 99.51% | 99.51% |
12.07.2024 | 64.59% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'541 CHF | 10'271 CHF | 99.49% | 99.49% |
11.07.2024 | 94.78% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'642 CHF | 7'821 CHF | 99.27% | 99.27% |
10.07.2024 | 99.74% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'035 CHF | 7'518 CHF | 99.39% | 99.39% |
09.07.2024 | 109.78% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'127 CHF | 7'064 CHF | 86.57% | 86.57% |
08.07.2024 | 110.14% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'088 CHF | 7'044 CHF | 99.45% | 99.45% |
05.07.2024 | 101.75% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'883 CHF | 7'442 CHF | 99.46% | 99.46% |
04.07.2024 | 99.64% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'075 CHF | 7'538 CHF | 99.56% | 99.56% |
03.07.2024 | 99.08% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'166 CHF | 7'583 CHF | 99.47% | 99.47% |
02.07.2024 | 98.94% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'162 CHF | 7'581 CHF | 99.53% | 99.53% |