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 | 10.55% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 575'806 | 300'000 | 51'721 CHF | 29'948 CHF | 99.58% | 99.58% |
12.08.2024 | 10.26% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 555'055 | 352'721 | 51'307 CHF | 36'568 CHF | 99.25% | 99.25% |
09.08.2024 | 8.82% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 478'904 | 478'905 | 51'931 CHF | 56'720 CHF | 99.47% | 99.47% |
08.08.2024 | 7.38% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 401'177 | 401'178 | 52'365 CHF | 56'377 CHF | 100.00% | 100.00% |
07.08.2024 | 7.94% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 427'698 | 427'698 | 51'732 CHF | 56'009 CHF | 99.50% | 99.50% |
06.08.2024 | 6.65% | 0.15 CHF | 0.16 CHF | 375'000 | 375'000 | 361'256 | 361'256 | 52'575 CHF | 56'188 CHF | 99.53% | 99.53% |
02.08.2024 | 11.25% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 609'615 | 311'164 | 51'232 CHF | 29'259 CHF | 100.00% | 100.00% |
30.07.2024 | 24.02% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 36'767 CHF | 11'692 CHF | 100.00% | 100.00% |
29.07.2024 | 22.17% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'124 CHF | 12'531 CHF | 99.53% | 99.53% |
25.07.2024 | 21.66% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 41'271 CHF | 12'818 CHF | 100.00% | 100.00% |