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 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 1'500 CHF | 100.00% | 100.00% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 1'500 CHF | 99.40% | 99.40% |
18.11.2024 | 71.59% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 67'828 | 5'000 CHF | 1'396 CHF | 91.00% | 100.00% |
15.11.2024 | 92.43% | 0.01 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 2'080 CHF | 99.99% | 99.99% |
14.11.2024 | 69.52% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 1'564 CHF | 99.52% | 99.52% |
13.11.2024 | 67.02% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 74'732 | 5'000 CHF | 1'500 CHF | 97.16% | 98.34% |
12.11.2024 | 82.28% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'918 CHF | 2'099 CHF | 100.00% | 100.00% |
11.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'000 CHF | 2'250 CHF | 100.00% | 100.00% |
08.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'000 CHF | 2'250 CHF | 100.00% | 100.00% |
07.11.2024 | 61.08% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 72'407 | 9'741 CHF | 2'662 CHF | 99.13% | 99.13% |