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 | 92.42% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'837 CHF | 7'918 CHF | 98.94% | 98.94% |
12.07.2024 | 83.34% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'004 CHF | 8'502 CHF | 99.40% | 99.40% |
11.07.2024 | 112.63% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'935 CHF | 6'967 CHF | 98.95% | 98.95% |
10.07.2024 | 110.95% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'020 CHF | 7'010 CHF | 99.27% | 99.27% |
09.07.2024 | 101.72% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'845 CHF | 7'422 CHF | 97.96% | 97.96% |
08.07.2024 | 99.97% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'097 CHF | 7'548 CHF | 99.37% | 99.37% |
05.07.2024 | 84.20% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'888 CHF | 8'444 CHF | 99.40% | 99.40% |
04.07.2024 | 76.33% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'107 CHF | 9'054 CHF | 99.56% | 99.56% |
03.07.2024 | 70.83% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'127 CHF | 9'563 CHF | 99.47% | 99.47% |
02.07.2024 | 59.83% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'728 CHF | 10'864 CHF | 99.50% | 99.50% |