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 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'000 CHF | 12'500 CHF | 99.58% | 99.58% |
12.08.2024 | 21.14% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 251'249 | 42'429 CHF | 13'176 CHF | 99.25% | 99.25% |
09.08.2024 | 17.90% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 984'204 | 494'735 | 50'099 CHF | 30'139 CHF | 99.47% | 99.47% |
08.08.2024 | 15.01% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 821'231 | 420'924 | 50'596 CHF | 30'149 CHF | 100.00% | 100.00% |
07.08.2024 | 16.25% | 0.05 CHF | 0.06 CHF | 925'000 | 475'000 | 892'128 | 456'472 | 50'454 CHF | 30'388 CHF | 99.49% | 99.49% |
06.08.2024 | 13.48% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 730'321 | 377'949 | 50'536 CHF | 29'934 CHF | 99.55% | 99.55% |
02.08.2024 | 24.51% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'878 CHF | 11'470 CHF | 100.00% | 100.00% |
30.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 100.00% | 100.00% |
29.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 99.53% | 99.53% |
25.07.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 6'250 CHF | 100.00% | 100.00% |