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 | 100'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19.11.2024 | - | - CHF | 0.01 CHF | 0 | 100'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18.11.2024 | - | - CHF | 0.01 CHF | 0 | 100'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 70.38% |
15.11.2024 | 66.67% | 0.01 CHF | 0.01 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 CHF | 2'000 CHF | 24.80% | 81.58% |
14.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 CHF | 2'000 CHF | 80.37% | 99.52% |
13.11.2024 | 74.26% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 CHF | 2'228 CHF | 96.63% | 99.32% |
12.11.2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 CHF | 3'000 CHF | 100.00% | 100.00% |
11.11.2024 | 43.71% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 10'000 CHF | 3'139 CHF | 100.00% | 100.00% |
08.11.2024 | 43.78% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 9'685 CHF | 3'000 CHF | 100.00% | 100.00% |
07.11.2024 | 63.80% | 0.02 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 97'408 | 9'741 CHF | 3'685 CHF | 99.13% | 99.13% |