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 | 125'000 | 750'000 | 125'000 | 7'500 CHF | 2'500 CHF | 99.17% | 99.17% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 7'500 CHF | 2'500 CHF | 99.16% | 99.16% |
18.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 7'500 CHF | 2'500 CHF | 99.23% | 99.23% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 7'500 CHF | 2'500 CHF | 99.17% | 99.17% |
14.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 7'500 CHF | 2'500 CHF | 99.16% | 99.16% |
13.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 7'500 CHF | 2'500 CHF | 99.17% | 99.17% |
12.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 7'500 CHF | 2'500 CHF | 99.16% | 99.16% |
11.11.2024 | 52.42% | 0.01 CHF | 0.02 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 12'162 CHF | 3'277 CHF | 99.17% | 99.17% |
08.11.2024 | 24.01% | 0.03 CHF | 0.04 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 28'764 CHF | 6'044 CHF | 99.17% | 99.17% |
07.11.2024 | 20.17% | 0.04 CHF | 0.05 CHF | 750'000 | 125'000 | 750'000 | 125'000 | 33'853 CHF | 6'892 CHF | 98.27% | 98.27% |