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 | 0.02 CHF | 0 | 75'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 77.45% |
19.11.2024 | - | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 67.94% |
18.11.2024 | 105.44% | 0.01 CHF | 0.02 CHF | 12'500 | 75'000 | 14'935 | 14'935 | 149 CHF | 482 CHF | 5.10% | 69.93% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 1'500 CHF | 84.46% | 88.80% |
14.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 1'500 CHF | 61.40% | 83.23% |
13.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 74'517 | 5'000 CHF | 1'490 CHF | 34.05% | 94.16% |
12.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 1'500 CHF | 9.95% | 80.72% |
11.11.2024 | 40.04% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 9'993 CHF | 2'249 CHF | 94.58% | 94.58% |
08.11.2024 | 63.55% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'584 CHF | 1'588 CHF | 98.08% | 98.08% |
07.11.2024 | 66.56% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 74'665 | 5'021 CHF | 1'496 CHF | 88.24% | 92.79% |