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 | - | - CHF | 0.03 CHF | 0 | 75'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19.11.2024 | - | - CHF | 0.03 CHF | 0 | 75'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |
18.11.2024 | - | - CHF | 0.03 CHF | 0 | 75'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15.11.2024 | 100.00% | 0.01 CHF | 0.03 CHF | 75'000 | 75'000 | 280'493 | 75'000 | 2'805 CHF | 2'250 CHF | 54.35% | 100.00% |
14.11.2024 | 100.00% | 0.01 CHF | 0.03 CHF | 75'000 | 75'000 | 145'102 | 75'000 | 1'451 CHF | 2'250 CHF | 25.41% | 94.67% |
13.11.2024 | - | - CHF | 0.03 CHF | 0 | 75'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.25% |
12.11.2024 | - | - CHF | 0.03 CHF | 0 | 75'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.34% |
11.11.2024 | 100.00% | 0.01 CHF | 0.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 750 CHF | 2'250 CHF | 0.21% | 100.00% |
08.11.2024 | 100.00% | 0.01 CHF | 0.03 CHF | 75'000 | 75'000 | 202'980 | 75'000 | 2'030 CHF | 2'250 CHF | 7.06% | 88.64% |
07.11.2024 | 22.49% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 72'309 | 22'089 CHF | 3'990 CHF | 95.57% | 95.57% |