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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 133.33% | 0.01 CHF | 0.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 750 CHF | 3'750 CHF | 93.51% | 93.51% |
19.11.2024 | 85.71% | 0.02 CHF | 0.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 1'500 CHF | 3'750 CHF | 99.94% | 99.94% |
18.11.2024 | 94.72% | 0.02 CHF | 0.05 CHF | 75'000 | 75'000 | 70'274 | 70'274 | 1'311 CHF | 3'514 CHF | 95.61% | 95.61% |
15.11.2024 | 85.71% | 0.02 CHF | 0.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 1'500 CHF | 3'750 CHF | 100.00% | 100.00% |
14.11.2024 | 85.71% | 0.02 CHF | 0.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 1'500 CHF | 3'750 CHF | 99.57% | 99.57% |
13.11.2024 | 86.78% | 0.02 CHF | 0.05 CHF | 75'000 | 75'000 | 74'442 | 74'442 | 1'478 CHF | 3'722 CHF | 99.32% | 99.32% |
12.11.2024 | 85.71% | 0.02 CHF | 0.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 1'500 CHF | 3'750 CHF | 99.36% | 99.36% |
11.11.2024 | 85.71% | 0.02 CHF | 0.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 1'500 CHF | 3'750 CHF | 93.97% | 93.97% |
08.11.2024 | 85.71% | 0.02 CHF | 0.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 1'500 CHF | 3'750 CHF | 89.50% | 89.50% |
07.11.2024 | 88.01% | 0.02 CHF | 0.05 CHF | 75'000 | 75'000 | 73'795 | 73'795 | 1'452 CHF | 3'690 CHF | 93.30% | 93.30% |