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 | 150'000 | 50'000 | 479'599 | 49'966 | 4'796 CHF | 999 CHF | 75.90% | 100.00% |
19.11.2024 | 66.67% | 0.01 CHF | 0.01 CHF | 500'000 | 50'000 | 476'340 | 48'686 | 4'763 CHF | 974 CHF | 1.98% | 100.00% |
18.11.2024 | - | - CHF | 0.01 CHF | 0 | 50'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'000 CHF | 12.78% | 100.00% |
14.11.2024 | - | - CHF | 0.01 CHF | 0 | 50'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.22% |
13.11.2024 | - | - CHF | 0.02 CHF | 0 | 50'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.36% |
12.11.2024 | - | - CHF | 0.01 CHF | 0 | 50'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11.11.2024 | 66.67% | 0.01 CHF | 0.01 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'000 CHF | 57.76% | 100.00% |
08.11.2024 | - | - CHF | 0.02 CHF | 0 | 25'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
07.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'000 CHF | 40.59% | 98.73% |