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 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 CHF | 5'000 CHF | 99.16% | 99.16% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 CHF | 5'000 CHF | 99.16% | 99.16% |
18.11.2024 | 65.66% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 7'784 CHF | 5'095 CHF | 99.22% | 99.22% |
15.11.2024 | 39.86% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 15'094 CHF | 7'531 CHF | 99.17% | 99.17% |
14.11.2024 | 42.31% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 14'422 CHF | 7'307 CHF | 97.47% | 97.47% |
13.11.2024 | 18.09% | 0.04 CHF | 0.05 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 38'318 CHF | 15'273 CHF | 99.16% | 99.16% |
12.11.2024 | 13.68% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 51'241 CHF | 19'580 CHF | 99.16% | 99.16% |
11.11.2024 | 9.89% | 0.09 CHF | 0.10 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 57'821 CHF | 21'274 CHF | 99.16% | 99.16% |
08.11.2024 | 10.67% | 0.09 CHF | 0.10 CHF | 600'000 | 200'000 | 652'073 | 217'358 | 58'681 CHF | 21'734 CHF | 99.17% | 99.17% |
07.11.2024 | 5.46% | 0.17 CHF | 0.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 80'407 CHF | 28'302 CHF | 97.86% | 97.86% |