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 | 17.86% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 984'151 | 984'151 | 52'608 CHF | 62'553 CHF | 100.00% | 100.00% |
12.08.2024 | 16.89% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 997'431 | 997'431 | 54'520 CHF | 64'511 CHF | 99.35% | 99.35% |
09.08.2024 | 13.75% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 67'807 CHF | 77'807 CHF | 100.00% | 100.00% |
08.08.2024 | 12.61% | 0.08 CHF | 0.09 CHF | 1'000'000 | 1'000'000 | 975'877 | 975'877 | 83'183 CHF | 93'091 CHF | 98.53% | 98.53% |
07.08.2024 | 13.66% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 996'140 | 996'140 | 69'621 CHF | 79'608 CHF | 100.00% | 100.00% |
06.08.2024 | 8.12% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 118'685 CHF | 128'685 CHF | 98.38% | 98.38% |
02.08.2024 | 40.66% | 0.07 CHF | 0.12 CHF | 100'000 | 100'000 | 451'693 | 451'693 | 25'020 CHF | 33'451 CHF | 95.03% | 95.03% |
30.07.2024 | 25.58% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 34'097 CHF | 44'097 CHF | 100.00% | 100.00% |
29.07.2024 | 25.62% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 34'054 CHF | 44'054 CHF | 99.65% | 99.65% |
25.07.2024 | 19.68% | 0.04 CHF | 0.05 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 45'903 CHF | 55'903 CHF | 99.99% | 99.99% |