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 | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'000 CHF | 40.32% | 100.00% |
19.11.2024 | - | - CHF | 0.01 CHF | 0 | 50'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.07% |
18.11.2024 | 66.67% | 0.01 CHF | 0.01 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'000 CHF | 15.04% | 100.00% |
15.11.2024 | - | 0.01 CHF | 0.01 CHF | 500'000 | 50'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 74.69% |
14.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'000 CHF | 99.44% | 99.44% |
13.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 49'819 | 5'000 CHF | 996 CHF | 98.88% | 98.88% |
12.11.2024 | 65.95% | 0.01 CHF | 0.02 CHF | 467'573 | 50'000 | 454'826 | 50'000 | 4'674 CHF | 1'013 CHF | 100.00% | 100.00% |
11.11.2024 | 39.23% | 0.02 CHF | 0.03 CHF | 339'438 | 50'000 | 338'369 | 50'000 | 7'003 CHF | 1'534 CHF | 100.00% | 100.00% |
08.11.2024 | 31.31% | 0.02 CHF | 0.03 CHF | 344'778 | 50'000 | 304'926 | 50'000 | 8'320 CHF | 1'880 CHF | 88.69% | 88.69% |
07.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 312'700 | 50'000 | 312'679 | 48'703 | 9'380 CHF | 1'948 CHF | 99.06% | 99.06% |