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 | 500'000 | 20'000 | 500'000 | 7'472 | 5'000 CHF | 374 CHF | 99.55% | 99.55% |
19.11.2024 | 133.80% | 0.01 CHF | 0.05 CHF | 500'000 | 20'000 | 500'000 | 7'471 | 4'964 CHF | 374 CHF | 99.57% | 99.57% |
18.11.2024 | 143.64% | 0.01 CHF | 0.05 CHF | 500'000 | 20'000 | 500'000 | 7'513 | 4'212 CHF | 376 CHF | 98.45% | 98.45% |
15.11.2024 | 138.56% | 0.01 CHF | 0.05 CHF | 500'000 | 20'000 | 500'000 | 7'472 | 4'600 CHF | 374 CHF | 99.58% | 99.58% |
14.11.2024 | 179.82% | 0.01 CHF | 0.05 CHF | 500'000 | 20'000 | 500'000 | 7'472 | 1'444 CHF | 374 CHF | 99.58% | 99.58% |
13.11.2024 | 133.84% | 0.01 CHF | 0.05 CHF | 500'000 | 20'000 | 496'071 | 7'780 | 4'957 CHF | 389 CHF | 90.80% | 90.80% |
12.11.2024 | 133.33% | 0.01 CHF | 0.05 CHF | 500'000 | 20'000 | 499'999 | 7'477 | 5'000 CHF | 374 CHF | 99.45% | 99.45% |
11.11.2024 | 105.51% | 0.01 CHF | 0.05 CHF | 500'000 | 20'000 | 499'999 | 7'516 | 7'922 CHF | 376 CHF | 98.36% | 98.36% |
08.11.2024 | 74.48% | 0.02 CHF | 0.05 CHF | 500'000 | 20'000 | 500'000 | 7'473 | 11'573 CHF | 374 CHF | 99.57% | 99.57% |
07.11.2024 | 85.71% | 0.02 CHF | 0.05 CHF | 500'000 | 20'000 | 500'000 | 20'000 | 10'000 CHF | 1'000 CHF | 0.09% | 0.09% |