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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.10.2024 | 31.69% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 26'725 CHF | 9'181 CHF | 99.91% | 99.91% |
11.10.2024 | 33.14% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'310 | 250'000 | 25'056 CHF | 8'800 CHF | 94.27% | 94.27% |
10.10.2024 | 29.73% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 992'433 | 250'000 | 28'568 CHF | 9'699 CHF | 99.75% | 99.75% |
09.10.2024 | 22.29% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 39'872 CHF | 12'468 CHF | 99.73% | 99.73% |
08.10.2024 | 21.27% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 266'666 | 42'187 CHF | 13'983 CHF | 99.61% | 99.61% |
07.10.2024 | 18.35% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 997'754 | 475'753 | 49'445 CHF | 28'422 CHF | 100.00% | 100.00% |
04.10.2024 | 16.48% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 912'437 | 466'008 | 50'823 CHF | 30'611 CHF | 100.00% | 100.00% |
03.10.2024 | 8.70% | 0.11 CHF | 0.08 CHF | 475'000 | 400'000 | 954'717 | 954'717 | 105'019 CHF | 114'566 CHF | 3.89% | 100.00% |
02.10.2024 | 8.50% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 479'380 | 479'380 | 54'057 CHF | 58'851 CHF | 100.00% | 100.00% |
01.10.2024 | 7.41% | 0.13 CHF | 0.12 CHF | 425'000 | 475'000 | 777'756 | 777'756 | 101'108 CHF | 108'886 CHF | 13.74% | 100.00% |