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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.08.2024 | 19.41% | 0.10 CHF | 0.11 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 45'164 CHF | 2'743 CHF | 96.65% | 96.65% |
12.08.2024 | 20.00% | 0.09 CHF | 0.11 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 45'000 CHF | 2'750 CHF | 100.00% | 100.00% |
09.08.2024 | 21.31% | 0.08 CHF | 0.10 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 39'966 CHF | 2'476 CHF | 99.03% | 99.03% |
08.08.2024 | 39.76% | 0.07 CHF | 0.09 CHF | 500'000 | 25'000 | 380'262 | 21'930 | 24'354 CHF | 2'059 CHF | 97.63% | 97.63% |
07.08.2024 | 21.99% | 0.07 CHF | 0.10 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 39'773 CHF | 2'480 CHF | 98.64% | 98.64% |
06.08.2024 | 40.32% | 0.08 CHF | 0.10 CHF | 500'000 | 25'000 | 500'000 | 22'980 | 34'496 CHF | 2'373 CHF | 98.30% | 98.30% |
02.08.2024 | 61.53% | 0.06 CHF | 0.12 CHF | 22'500 | 7'500 | 22'500 | 7'500 | 1'568 CHF | 986 CHF | 95.31% | 95.31% |
31.07.2024 | 19.59% | 0.10 CHF | 0.12 CHF | 500'000 | 25'000 | 476'689 | 24'491 | 50'350 CHF | 3'151 CHF | 30.66% | 30.66% |
30.07.2024 | 17.96% | 0.10 CHF | 0.12 CHF | 500'000 | 25'000 | 490'307 | 25'000 | 50'145 CHF | 3'065 CHF | 97.61% | 97.61% |
29.07.2024 | 19.36% | 0.09 CHF | 0.12 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 48'106 CHF | 2'920 CHF | 100.00% | 100.00% |