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 | 65.25% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 7'898 CHF | 5'133 CHF | 99.17% | 99.17% |
18.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 CHF | 5'000 CHF | 99.22% | 99.22% |
15.11.2024 | 66.20% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 7'630 CHF | 5'043 CHF | 99.17% | 99.17% |
14.11.2024 | 56.16% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 10'454 CHF | 5'985 CHF | 99.15% | 99.15% |
13.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 15'000 CHF | 7'500 CHF | 99.16% | 99.16% |
12.11.2024 | 33.77% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 19'090 CHF | 8'863 CHF | 99.16% | 99.16% |
11.11.2024 | 57.13% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 10'181 CHF | 5'894 CHF | 99.16% | 99.16% |
08.11.2024 | 49.60% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 12'300 CHF | 6'600 CHF | 99.17% | 99.17% |
07.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 15'000 CHF | 7'500 CHF | 98.18% | 98.18% |