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 | 99.37% | 99.37% |
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 | 99.37% | 99.37% |
18.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 CHF | 5'000 CHF | 99.37% | 99.37% |
15.11.2024 | 50.54% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 12'035 CHF | 6'512 CHF | 99.34% | 99.34% |
14.11.2024 | 30.24% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 21'402 CHF | 9'634 CHF | 99.37% | 99.37% |
13.11.2024 | 37.58% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 16'588 CHF | 8'029 CHF | 99.38% | 99.38% |
12.11.2024 | 37.70% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 16'509 CHF | 8'003 CHF | 99.15% | 99.15% |
11.11.2024 | 31.41% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 20'638 CHF | 9'379 CHF | 99.13% | 99.13% |
08.11.2024 | 28.45% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 22'640 CHF | 10'047 CHF | 99.38% | 99.38% |
07.11.2024 | 26.37% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 25'103 CHF | 10'868 CHF | 98.56% | 98.56% |