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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.10.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'472 | 250'000 | 4'962 CHF | 3'750 CHF | 99.58% | 99.58% |
07.10.2024 | 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% |
04.10.2024 | 42.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 4'750'000 | 1'079'300 | 4'419'700 | 10'376 CHF | 66'337 CHF | 100.00% | 100.00% |
03.10.2024 | 66.46% | 0.01 CHF | 0.02 CHF | 4'000'000 | 1'000'000 | 3'539'810 | 881'056 | 35'398 CHF | 17'611 CHF | 100.00% | 100.00% |
02.10.2024 | 56.12% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 13'164 CHF | 5'791 CHF | 100.00% | 100.00% |
01.10.2024 | 49.87% | 0.02 CHF | 0.03 CHF | 2'000'000 | 500'000 | 1'971'300 | 492'824 | 29'571 CHF | 12'313 CHF | 100.00% | 100.00% |
30.09.2024 | 50.23% | 0.02 CHF | 0.03 CHF | 3'000'000 | 750'000 | 2'214'160 | 553'541 | 33'143 CHF | 13'821 CHF | 100.00% | 100.00% |
27.09.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 986'783 | 250'000 | 14'802 CHF | 6'250 CHF | 97.18% | 97.18% |
26.09.2024 | 51.86% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 993'723 | 249'103 | 14'360 CHF | 6'090 CHF | 99.58% | 99.58% |
25.09.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.89% | 99.89% |