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 | 74.69% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 485'719 | 75'000 | 4'857 CHF | 1'680 CHF | 15.02% | 100.00% |
18.11.2024 | 98.37% | 0.01 CHF | 0.03 CHF | 500'000 | 75'000 | 487'360 | 69'799 | 4'894 CHF | 2'045 CHF | 86.99% | 100.00% |
15.11.2024 | 87.36% | 0.02 CHF | 0.04 CHF | 401'778 | 75'000 | 203'354 | 54'325 | 3'860 CHF | 1'958 CHF | 100.00% | 100.00% |
14.11.2024 | 100.41% | 0.01 CHF | 0.04 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 375 CHF | 1'133 CHF | 86.66% | 99.22% |
13.11.2024 | 108.93% | 0.01 CHF | 0.03 CHF | 37'500 | 37'500 | 37'368 | 37'368 | 374 CHF | 1'287 CHF | 98.21% | 99.36% |
12.11.2024 | 99.03% | 0.01 CHF | 0.03 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 499 CHF | 1'439 CHF | 99.08% | 100.00% |
11.11.2024 | 59.69% | 0.04 CHF | 0.06 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 1'202 CHF | 2'216 CHF | 100.00% | 100.00% |
08.11.2024 | 42.88% | 0.03 CHF | 0.05 CHF | 281'205 | 75'000 | 288'048 | 75'000 | 9'617 CHF | 3'882 CHF | 100.00% | 100.00% |
07.11.2024 | 28.25% | 0.06 CHF | 0.08 CHF | 194'266 | 75'000 | 197'759 | 71'924 | 12'605 CHF | 6'045 CHF | 83.59% | 83.59% |