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 | 24.86% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 35'250 CHF | 11'313 CHF | 99.58% | 99.58% |
12.08.2024 | 24.14% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 36'572 CHF | 11'643 CHF | 99.25% | 99.25% |
09.08.2024 | 26.39% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'152 CHF | 10'788 CHF | 99.47% | 99.47% |
08.08.2024 | 41.71% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'835 CHF | 7'459 CHF | 100.00% | 100.00% |
07.08.2024 | 40.48% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'136 CHF | 7'534 CHF | 99.50% | 99.50% |
06.08.2024 | 53.87% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 997'311 | 250'000 | 13'813 CHF | 5'963 CHF | 99.55% | 99.55% |
02.08.2024 | 30.23% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 998'549 | 250'967 | 28'357 CHF | 9'639 CHF | 99.99% | 99.99% |
30.07.2024 | 10.07% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 538'161 | 411'965 | 50'707 CHF | 43'710 CHF | 100.00% | 100.00% |
29.07.2024 | 11.03% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 596'640 | 309'942 | 51'152 CHF | 29'728 CHF | 99.53% | 99.53% |
25.07.2024 | 12.24% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 658'835 | 341'605 | 50'511 CHF | 29'606 CHF | 100.00% | 100.00% |