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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 7'500 CHF | 2'000 CHF | 99.17% | 99.17% |
20.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 7'500 CHF | 2'000 CHF | 99.17% | 99.17% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 7'500 CHF | 2'000 CHF | 99.16% | 99.16% |
18.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 7'500 CHF | 2'000 CHF | 98.78% | 98.78% |
15.11.2024 | 63.08% | 0.02 CHF | 0.03 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 8'508 CHF | 2'134 CHF | 99.16% | 99.16% |
14.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 15'000 CHF | 3'000 CHF | 99.16% | 99.16% |
13.11.2024 | 40.03% | 0.02 CHF | 0.03 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 14'991 CHF | 2'999 CHF | 98.93% | 98.93% |
12.11.2024 | 25.85% | 0.03 CHF | 0.04 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 26'276 CHF | 4'504 CHF | 99.17% | 99.17% |
11.11.2024 | 17.29% | 0.06 CHF | 0.07 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 39'893 CHF | 6'319 CHF | 99.16% | 99.16% |
08.11.2024 | 26.78% | 0.03 CHF | 0.04 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 24'615 CHF | 4'282 CHF | 99.16% | 99.16% |