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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.12.2024 | 22.13% | 0.05 CHF | 0.06 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 61'173 CHF | 12'696 CHF | 98.85% | 98.85% |
02.12.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 15'000 CHF | 5'000 CHF | 99.27% | 99.27% |
29.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 15'000 CHF | 5'000 CHF | 99.37% | 99.37% |
28.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 15'000 CHF | 5'000 CHF | 99.37% | 99.37% |
27.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 15'000 CHF | 5'000 CHF | 99.37% | 99.37% |
26.11.2024 | 65.47% | 0.01 CHF | 0.02 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 15'673 CHF | 5'112 CHF | 98.74% | 98.74% |
25.11.2024 | 20.96% | 0.06 CHF | 0.07 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 64'846 CHF | 13'308 CHF | 99.37% | 99.37% |
22.11.2024 | 24.06% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 55'868 CHF | 11'811 CHF | 99.15% | 99.15% |
20.11.2024 | 20.43% | 0.04 CHF | 0.05 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 66'815 CHF | 13'636 CHF | 99.37% | 99.37% |
19.11.2024 | 30.36% | 0.03 CHF | 0.04 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 42'647 CHF | 9'608 CHF | 99.37% | 99.37% |