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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 15'000 CHF | 1'500 CHF | 99.16% | 99.16% |
20.11.2024 | 22.80% | 0.04 CHF | 0.05 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 29'312 CHF | 2'454 CHF | 99.17% | 99.17% |
19.11.2024 | 19.51% | 0.05 CHF | 0.06 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 35'100 CHF | 2'840 CHF | 99.16% | 99.16% |
18.11.2024 | 42.83% | 0.02 CHF | 0.03 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 14'205 CHF | 1'447 CHF | 99.23% | 99.23% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 7'500 CHF | 1'000 CHF | 99.17% | 99.17% |
14.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 7'500 CHF | 1'000 CHF | 99.16% | 99.16% |
13.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 7'500 CHF | 1'000 CHF | 99.16% | 99.16% |
12.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 7'500 CHF | 1'000 CHF | 99.16% | 99.16% |
11.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 7'500 CHF | 1'000 CHF | 99.17% | 99.17% |
08.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750'000 | 50'000 | 750'000 | 50'000 | 7'500 CHF | 1'000 CHF | 99.17% | 99.17% |