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 | 11.10% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 598'974 | 300'000 | 50'980 CHF | 28'534 CHF | 99.57% | 99.57% |
12.08.2024 | 10.65% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 579'641 | 301'007 | 51'537 CHF | 29'784 CHF | 99.24% | 99.24% |
09.08.2024 | 9.53% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 49'994 CHF | 54'994 CHF | 99.47% | 99.47% |
08.08.2024 | 8.32% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 445'109 | 445'110 | 51'299 CHF | 55'750 CHF | 100.00% | 100.00% |
07.08.2024 | 8.80% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 470'502 | 470'501 | 51'155 CHF | 55'860 CHF | 99.46% | 99.46% |
06.08.2024 | 7.58% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 407'652 | 407'652 | 51'785 CHF | 55'861 CHF | 99.55% | 99.55% |
02.08.2024 | 11.56% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 619'513 | 320'107 | 50'519 CHF | 29'299 CHF | 100.00% | 100.00% |
30.07.2024 | 21.61% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 41'382 CHF | 12'845 CHF | 100.00% | 100.00% |
29.07.2024 | 20.06% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'054 | 44'868 CHF | 13'720 CHF | 99.53% | 99.53% |
25.07.2024 | 20.09% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 44'802 CHF | 13'701 CHF | 100.00% | 100.00% |