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 | 63.73% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'551 CHF | 1'055 CHF | 100.00% | 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 | 100.00% | 100.00% |
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 | 100.00% | 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 | 88.54% | 99.22% |
13.11.2024 | 66.67% | 0.01 CHF | 0.01 CHF | 500'000 | 50'000 | 500'000 | 47'755 | 5'000 CHF | 955 CHF | 11.56% | 99.36% |
12.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'000 CHF | 99.38% | 100.00% |
11.11.2024 | 59.30% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 6'382 CHF | 1'138 CHF | 100.00% | 100.00% |
08.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 250 CHF | 500 CHF | 13.41% | 100.00% |
07.11.2024 | 65.04% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 48'696 | 5'631 CHF | 1'050 CHF | 98.73% | 98.73% |