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 | 100.00% | 100.00% |
19.11.2024 | 65.52% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'215 CHF | 1'021 CHF | 99.40% | 99.40% |
18.11.2024 | 70.63% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 44'513 | 5'000 CHF | 920 CHF | 99.86% | 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 | 100.00% | 100.00% |
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 | 99.52% | 99.52% |
13.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 49'704 | 5'000 CHF | 994 CHF | 99.32% | 99.32% |
12.11.2024 | 40.75% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 9'859 CHF | 1'486 CHF | 100.00% | 100.00% |
11.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'000 CHF | 1'500 CHF | 100.00% | 100.00% |
08.11.2024 | 56.39% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 6'926 CHF | 1'193 CHF | 100.00% | 100.00% |
07.11.2024 | 68.40% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 48'703 | 5'000 CHF | 987 CHF | 99.13% | 99.13% |