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 | 40.00% | 0.01 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'000 CHF | 2'250 CHF | 14.13% | 99.90% |
19.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'000 CHF | 2'250 CHF | 100.00% | 100.00% |
18.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 63'973 | 10'000 CHF | 1'919 CHF | 100.00% | 100.00% |
15.11.2024 | 40.15% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 245'796 | 54'389 | 4'916 CHF | 1'634 CHF | 99.59% | 99.59% |
14.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'000 CHF | 2'250 CHF | 92.35% | 92.35% |
13.11.2024 | 65.33% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 74'115 | 5'250 CHF | 1'520 CHF | 94.33% | 94.33% |
12.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'000 CHF | 2'250 CHF | 100.00% | 100.00% |
11.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'000 CHF | 2'250 CHF | 100.00% | 100.00% |
08.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'000 CHF | 2'250 CHF | 82.59% | 82.59% |
07.11.2024 | 46.21% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 72'981 | 8'835 CHF | 2'015 CHF | 96.22% | 96.22% |