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 | 126.80% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'946 CHF | 6'473 CHF | 99.56% | 99.56% |
12.07.2024 | 123.06% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'139 CHF | 6'570 CHF | 99.50% | 99.50% |
11.07.2024 | 94.39% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'648 CHF | 7'824 CHF | 99.02% | 99.02% |
10.07.2024 | 78.93% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'698 CHF | 8'849 CHF | 99.59% | 99.59% |
09.07.2024 | 74.56% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'476 CHF | 9'238 CHF | 99.54% | 99.54% |
08.07.2024 | 100.94% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'975 CHF | 7'487 CHF | 99.55% | 99.55% |
05.07.2024 | 81.01% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'384 CHF | 8'692 CHF | 99.55% | 99.55% |
04.07.2024 | 78.63% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'775 CHF | 8'888 CHF | 99.57% | 99.57% |
03.07.2024 | 112.41% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'030 CHF | 7'015 CHF | 99.50% | 99.50% |
02.07.2024 | 109.08% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'227 CHF | 7'114 CHF | 99.32% | 99.32% |