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 | 140.16% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'211 CHF | 6'106 CHF | 99.71% | 99.71% |
12.07.2024 | 89.13% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'321 CHF | 8'161 CHF | 97.78% | 97.78% |
11.07.2024 | 60.16% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'837 CHF | 10'918 CHF | 99.35% | 99.35% |
10.07.2024 | 60.77% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'529 CHF | 10'765 CHF | 94.57% | 94.57% |
09.07.2024 | 74.04% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'632 CHF | 9'316 CHF | 99.14% | 99.14% |
08.07.2024 | 103.19% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'969 CHF | 7'484 CHF | 98.89% | 98.89% |
05.07.2024 | 86.09% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'815 CHF | 8'408 CHF | 99.60% | 99.60% |
04.07.2024 | 90.73% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 6'025 CHF | 8'013 CHF | 99.58% | 99.58% |
03.07.2024 | 79.79% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 7'565 CHF | 8'783 CHF | 99.42% | 99.42% |
02.07.2024 | 69.60% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'397 CHF | 9'699 CHF | 99.57% | 99.57% |