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 | 100.00% | 0.01 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 2'250 CHF | 71.22% | 100.00% |
19.11.2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 2'250 CHF | 85.76% | 100.00% |
18.11.2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 2'250 CHF | 77.95% | 100.00% |
15.11.2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 2'250 CHF | 100.00% | 100.00% |
14.11.2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 2'250 CHF | 99.21% | 99.21% |
13.11.2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 2'250 CHF | 96.44% | 98.64% |
12.11.2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 2'250 CHF | 99.84% | 99.84% |
11.11.2024 | 85.76% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 6'187 CHF | 2'250 CHF | 100.00% | 100.00% |
08.11.2024 | 98.15% | 0.01 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'154 CHF | 2'250 CHF | 100.00% | 100.00% |
07.11.2024 | 41.82% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 477'877 | 72'397 | 9'551 CHF | 2'185 CHF | 98.73% | 98.73% |