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 | 25'000 | 500'000 | 25'000 | 5'000 CHF | 750 CHF | 99.99% | 99.99% |
19.11.2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 5'000 CHF | 750 CHF | 100.00% | 100.00% |
18.11.2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 5'000 CHF | 750 CHF | 48.47% | 48.47% |
15.11.2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 5'000 CHF | 750 CHF | 71.87% | 71.87% |
14.11.2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'500 CHF | 95.92% | 95.92% |
13.11.2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'500 CHF | 28.02% | 28.02% |
12.11.2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 5'000 CHF | 750 CHF | 98.70% | 98.70% |
11.11.2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 5'000 CHF | 750 CHF | 95.92% | 95.92% |
08.11.2024 | 75.22% | 0.01 CHF | 0.03 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 7'065 CHF | 750 CHF | 84.64% | 84.64% |
07.11.2024 | 39.65% | 0.02 CHF | 0.03 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 10'154 CHF | 758 CHF | 99.99% | 99.99% |