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 | 49.03% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'483 CHF | 6'371 CHF | 99.58% | 99.58% |
12.08.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 99.26% | 99.26% |
09.08.2024 | 29.85% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 28'655 CHF | 9'664 CHF | 99.48% | 99.48% |
08.08.2024 | 22.61% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'877 CHF | 12'469 CHF | 99.98% | 99.98% |
07.08.2024 | 26.20% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 254'878 | 33'999 CHF | 11'282 CHF | 99.48% | 99.48% |
06.08.2024 | 19.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 989'576 | 359'842 | 46'982 CHF | 21'068 CHF | 99.54% | 99.54% |
02.08.2024 | 47.69% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'158 CHF | 6'539 CHF | 100.00% | 100.00% |
30.07.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 100.00% | 100.00% |
29.07.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.53% | 99.53% |
25.07.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 100.00% | 100.00% |