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 | 147.95% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'811 CHF | 5'905 CHF | 53.95% | 99.36% |
12.07.2024 | 110.66% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'107 CHF | 7'054 CHF | 99.32% | 99.32% |
11.07.2024 | 135.21% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'434 CHF | 6'217 CHF | 99.37% | 99.37% |
10.07.2024 | 109.10% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'205 CHF | 7'102 CHF | 99.35% | 99.35% |
09.07.2024 | - | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.33% |
08.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 CHF | 10'000 CHF | 96.70% | 99.40% |
05.07.2024 | 45.48% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'945 CHF | 13'973 CHF | 99.33% | 99.33% |
04.07.2024 | 44.30% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'627 CHF | 13'813 CHF | 99.37% | 99.37% |
03.07.2024 | 47.06% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'274 CHF | 13'137 CHF | 99.38% | 99.38% |
02.07.2024 | 52.57% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'102 CHF | 12'051 CHF | 99.42% | 99.42% |