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 | 66.67% | 0.01 CHF | 0.02 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 9'000 CHF | 6'000 CHF | 99.17% | 99.17% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 9'000 CHF | 6'000 CHF | 99.17% | 99.17% |
18.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 9'000 CHF | 6'000 CHF | 99.22% | 99.22% |
15.11.2024 | 61.93% | 0.01 CHF | 0.02 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 10'597 CHF | 6'532 CHF | 99.16% | 99.16% |
14.11.2024 | 40.35% | 0.02 CHF | 0.03 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 17'881 CHF | 8'960 CHF | 99.15% | 99.15% |
13.11.2024 | 59.90% | 0.01 CHF | 0.02 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 11'284 CHF | 6'761 CHF | 99.16% | 99.16% |
12.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 18'000 CHF | 9'000 CHF | 99.16% | 99.16% |
11.11.2024 | 29.42% | 0.03 CHF | 0.04 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 26'328 CHF | 11'776 CHF | 99.17% | 99.17% |
08.11.2024 | 34.22% | 0.02 CHF | 0.03 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 22'554 CHF | 10'518 CHF | 99.16% | 99.16% |
07.11.2024 | 28.55% | 0.03 CHF | 0.04 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 27'027 CHF | 12'009 CHF | 98.19% | 98.19% |