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 | 15.28% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 984'151 | 984'151 | 62'347 CHF | 72'291 CHF | 100.00% | 100.00% |
12.08.2024 | 14.56% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 997'427 | 997'427 | 64'033 CHF | 74'024 CHF | 99.21% | 99.21% |
09.08.2024 | 11.70% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 80'549 CHF | 90'549 CHF | 99.98% | 99.98% |
08.08.2024 | 10.82% | 0.09 CHF | 0.10 CHF | 1'000'000 | 1'000'000 | 975'805 | 975'805 | 97'726 CHF | 107'633 CHF | 98.54% | 98.54% |
07.08.2024 | 11.65% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 996'140 | 996'140 | 82'511 CHF | 92'498 CHF | 100.00% | 100.00% |
06.08.2024 | 7.05% | 0.12 CHF | 0.13 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 137'531 CHF | 147'531 CHF | 98.39% | 98.39% |
02.08.2024 | 34.37% | 0.09 CHF | 0.14 CHF | 100'000 | 100'000 | 452'004 | 452'004 | 30'227 CHF | 38'659 CHF | 94.98% | 94.98% |
30.07.2024 | 21.40% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 41'748 CHF | 51'748 CHF | 100.00% | 100.00% |
29.07.2024 | 21.64% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 41'257 CHF | 51'257 CHF | 99.65% | 99.65% |
25.07.2024 | 16.57% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 55'451 CHF | 65'451 CHF | 100.00% | 100.00% |