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 | 25.01% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 34'989 CHF | 11'247 CHF | 99.58% | 99.58% |
12.08.2024 | 22.52% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 999'618 | 251'148 | 39'468 CHF | 12'433 CHF | 99.26% | 99.26% |
09.08.2024 | 17.17% | 0.05 CHF | 0.06 CHF | 925'000 | 475'000 | 946'941 | 481'273 | 50'443 CHF | 30'461 CHF | 99.48% | 99.48% |
08.08.2024 | 12.98% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 706'472 | 362'670 | 50'753 CHF | 29'702 CHF | 99.99% | 99.99% |
07.08.2024 | 14.69% | 0.05 CHF | 0.06 CHF | 850'000 | 425'000 | 799'273 | 404'614 | 50'422 CHF | 29'601 CHF | 99.51% | 99.51% |
06.08.2024 | 10.90% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 587'636 | 340'415 | 51'017 CHF | 33'434 CHF | 99.56% | 99.56% |
02.08.2024 | 24.86% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'502 CHF | 11'376 CHF | 100.00% | 100.00% |
30.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 100.00% | 100.00% |
29.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.53% | 99.53% |
25.07.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 100.00% | 100.00% |