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 | 75'000 | 750'000 | 75'000 | 7'500 CHF | 1'500 CHF | 99.17% | 99.17% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 7'500 CHF | 1'500 CHF | 99.16% | 99.16% |
18.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 7'500 CHF | 1'500 CHF | 99.23% | 99.23% |
15.11.2024 | 61.56% | 0.01 CHF | 0.02 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 8'936 CHF | 1'644 CHF | 99.16% | 99.16% |
14.11.2024 | 31.16% | 0.02 CHF | 0.03 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 20'804 CHF | 2'830 CHF | 99.16% | 99.16% |
13.11.2024 | 28.51% | 0.03 CHF | 0.04 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 22'571 CHF | 3'007 CHF | 99.16% | 99.16% |
12.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 22'500 CHF | 3'000 CHF | 99.16% | 99.16% |
11.11.2024 | 23.07% | 0.04 CHF | 0.05 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 28'996 CHF | 3'650 CHF | 99.16% | 99.16% |
08.11.2024 | 28.41% | 0.03 CHF | 0.04 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 22'696 CHF | 3'020 CHF | 99.16% | 99.16% |
07.11.2024 | 27.28% | 0.04 CHF | 0.05 CHF | 750'000 | 75'000 | 750'000 | 75'000 | 24'023 CHF | 3'152 CHF | 98.26% | 98.26% |