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 | 101.29% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'118 CHF | 7'559 CHF | 99.47% | 99.47% |
12.07.2024 | 92.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'934 CHF | 7'967 CHF | 99.47% | 99.47% |
11.07.2024 | 105.55% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'527 CHF | 7'263 CHF | 99.11% | 99.11% |
10.07.2024 | 91.68% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'928 CHF | 7'964 CHF | 99.59% | 99.59% |
09.07.2024 | 90.66% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'083 CHF | 8'041 CHF | 99.55% | 99.55% |
08.07.2024 | 91.35% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'956 CHF | 7'978 CHF | 99.57% | 99.57% |
05.07.2024 | 90.25% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'101 CHF | 8'051 CHF | 99.50% | 99.50% |
04.07.2024 | 80.90% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'380 CHF | 8'690 CHF | 99.58% | 99.58% |
03.07.2024 | 75.02% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'352 CHF | 9'176 CHF | 99.55% | 99.55% |
02.07.2024 | 57.79% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'357 CHF | 11'179 CHF | 99.57% | 99.57% |