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 | 111.33% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'017 CHF | 7'009 CHF | 99.20% | 99.20% |
12.07.2024 | 76.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'199 CHF | 9'099 CHF | 99.44% | 99.44% |
11.07.2024 | 61.81% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'289 CHF | 10'644 CHF | 98.82% | 98.82% |
10.07.2024 | 53.75% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'676 CHF | 11'838 CHF | 98.53% | 98.53% |
09.07.2024 | 60.46% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'566 CHF | 10'783 CHF | 99.55% | 99.55% |
08.07.2024 | 63.48% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'792 CHF | 10'396 CHF | 96.25% | 96.25% |
05.07.2024 | 61.47% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'332 CHF | 10'666 CHF | 99.46% | 99.46% |
04.07.2024 | 63.89% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'667 CHF | 10'334 CHF | 99.41% | 99.41% |
03.07.2024 | 51.91% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'298 CHF | 12'149 CHF | 99.54% | 99.54% |
02.07.2024 | 46.37% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'583 CHF | 13'292 CHF | 99.41% | 99.41% |