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 | 99.56% | 99.56% |
12.07.2024 | 166.59% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'003 CHF | 5'502 CHF | 99.45% | 99.45% |
11.07.2024 | 164.39% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'096 CHF | 5'548 CHF | 99.27% | 99.27% |
10.07.2024 | 134.65% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'460 CHF | 6'230 CHF | 99.37% | 99.37% |
09.07.2024 | 114.58% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'766 CHF | 6'883 CHF | 99.55% | 99.55% |
08.07.2024 | 115.06% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'732 CHF | 6'866 CHF | 99.25% | 99.25% |
05.07.2024 | 107.32% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'369 CHF | 7'185 CHF | 99.55% | 99.55% |
04.07.2024 | 110.48% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'059 CHF | 7'029 CHF | 99.58% | 99.58% |
03.07.2024 | 100.03% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'007 CHF | 7'503 CHF | 99.54% | 99.54% |
02.07.2024 | 82.15% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'196 CHF | 8'598 CHF | 99.57% | 99.57% |