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 | 73.18% | 100.00% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'000 CHF | 33.75% | 98.07% |
18.11.2024 | 70.20% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 44'486 | 5'000 CHF | 916 CHF | 100.00% | 100.00% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'000 CHF | 94.85% | 100.00% |
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 | 43.65% | 99.22% |
13.11.2024 | - | - CHF | 0.01 CHF | 0 | 50'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.36% |
12.11.2024 | 66.67% | 0.01 CHF | 0.01 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'000 CHF | 35.92% | 100.00% |
11.11.2024 | 50.39% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 8'052 CHF | 1'305 CHF | 100.00% | 100.00% |
08.11.2024 | 70.22% | 0.01 CHF | 0.03 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 250 CHF | 527 CHF | 34.96% | 96.77% |
07.11.2024 | 40.73% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 48'697 | 10'001 CHF | 1'468 CHF | 98.73% | 98.73% |