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 | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'000 CHF | 7.51% | 60.81% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'000 CHF | 23.37% | 77.84% |
18.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 389'596 | 42'472 | 3'896 CHF | 849 CHF | 87.89% | 87.89% |
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 | 92.92% | 92.92% |
14.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'000 CHF | 95.88% | 95.88% |
13.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 497'690 | 49'864 | 4'977 CHF | 997 CHF | 85.02% | 85.02% |
12.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'000 CHF | 59.95% | 59.95% |
11.11.2024 | 61.88% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'897 CHF | 1'090 CHF | 86.01% | 86.01% |
08.11.2024 | 49.63% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 8'195 CHF | 1'319 CHF | 98.13% | 98.13% |
07.11.2024 | 40.76% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 473'661 | 48'204 | 9'330 CHF | 1'432 CHF | 85.85% | 85.85% |