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 | 50'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19.11.2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'500 CHF | 17.56% | 99.40% |
18.11.2024 | - | - CHF | 0.02 CHF | 0 | 50'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15.11.2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'500 CHF | 56.79% | 100.00% |
14.11.2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'500 CHF | 99.52% | 99.52% |
13.11.2024 | 84.35% | 0.01 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 49'383 | 6'304 CHF | 1'482 CHF | 99.32% | 99.32% |
12.11.2024 | 35.31% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 492'824 | 50'000 | 13'416 CHF | 1'930 CHF | 100.00% | 100.00% |
11.11.2024 | 56.21% | 0.02 CHF | 0.04 CHF | 500'000 | 50'000 | 491'845 | 50'000 | 10'839 CHF | 1'949 CHF | 100.00% | 100.00% |
08.11.2024 | 60.74% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 494'054 | 50'000 | 10'523 CHF | 1'981 CHF | 100.00% | 100.00% |
07.11.2024 | 59.03% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 48'444 | 8'506 CHF | 1'464 CHF | 99.13% | 99.13% |