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 | 100'000 | 500'000 | 100'000 | 5'000 CHF | 2'000 CHF | 14.13% | 91.55% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 CHF | 2'000 CHF | 59.93% | 91.08% |
18.11.2024 | 66.67% | 0.01 CHF | 0.01 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 CHF | 2'000 CHF | 0.50% | 98.48% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 CHF | 2'000 CHF | 65.86% | 100.00% |
14.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 CHF | 2'000 CHF | 99.52% | 99.52% |
13.11.2024 | 67.42% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 495'825 | 99'140 | 4'958 CHF | 1'997 CHF | 98.52% | 98.52% |
12.11.2024 | 41.84% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 9'655 CHF | 2'931 CHF | 100.00% | 100.00% |
11.11.2024 | 44.80% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 9'099 CHF | 2'820 CHF | 99.32% | 99.32% |
08.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 CHF | 2'000 CHF | 89.86% | 89.86% |
07.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 CHF | 2'000 CHF | 93.99% | 99.13% |