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 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 CHF | 5'000 CHF | 99.38% | 99.38% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 CHF | 5'000 CHF | 99.36% | 99.36% |
18.11.2024 | 66.26% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 7'614 CHF | 5'038 CHF | 99.36% | 99.36% |
15.11.2024 | 49.20% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 750'000 | 249'921 | 12'414 CHF | 6'636 CHF | 99.34% | 99.34% |
14.11.2024 | 24.76% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 659'540 | 219'847 | 23'386 CHF | 9'994 CHF | 99.38% | 99.38% |
13.11.2024 | 17.19% | 0.04 CHF | 0.05 CHF | 600'000 | 200'000 | 563'708 | 187'857 | 30'414 CHF | 12'014 CHF | 99.03% | 99.03% |
12.11.2024 | 10.46% | 0.07 CHF | 0.08 CHF | 450'000 | 150'000 | 449'977 | 150'000 | 41'292 CHF | 15'265 CHF | 99.14% | 99.14% |
11.11.2024 | 11.03% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 466'932 | 155'651 | 41'587 CHF | 15'420 CHF | 99.13% | 99.13% |
08.11.2024 | 15.83% | 0.07 CHF | 0.08 CHF | 450'000 | 150'000 | 566'171 | 191'685 | 33'092 CHF | 13'155 CHF | 99.37% | 99.37% |
07.11.2024 | 24.03% | 0.04 CHF | 0.05 CHF | 600'000 | 200'000 | 734'464 | 244'821 | 27'242 CHF | 11'529 CHF | 98.56% | 98.56% |