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 | 99.16% | 99.16% |
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 | 99.16% | 99.16% |
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 | 99.23% | 99.23% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 CHF | 5'000 CHF | 99.17% | 99.17% |
14.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 CHF | 5'000 CHF | 97.46% | 97.46% |
13.11.2024 | 65.57% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 7'808 CHF | 5'103 CHF | 99.16% | 99.16% |
12.11.2024 | 41.67% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 14'529 CHF | 7'343 CHF | 99.17% | 99.17% |
11.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 22'500 CHF | 10'000 CHF | 99.16% | 99.16% |
08.11.2024 | 33.69% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 19'683 CHF | 9'061 CHF | 99.17% | 99.17% |
07.11.2024 | 14.86% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 47'005 CHF | 18'168 CHF | 97.86% | 97.86% |