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 | 50'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.11% |
19.11.2024 | - | - CHF | 0.01 CHF | 0 | 50'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 95.49% |
18.11.2024 | - | - CHF | 0.01 CHF | 0 | 50'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.53% |
15.11.2024 | 66.67% | 0.01 CHF | 0.01 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 1'500 CHF | 1'000 CHF | 0.24% | 87.50% |
14.11.2024 | 81.46% | 0.01 CHF | 0.02 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 1'500 CHF | 1'222 CHF | 84.21% | 84.21% |
13.11.2024 | 95.08% | 0.01 CHF | 0.03 CHF | 150'000 | 50'000 | 149'206 | 49'735 | 1'533 CHF | 1'443 CHF | 98.17% | 98.88% |
12.11.2024 | 56.09% | 0.02 CHF | 0.03 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 3'322 CHF | 1'955 CHF | 98.85% | 98.85% |
11.11.2024 | 33.67% | 0.03 CHF | 0.04 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 4'979 CHF | 2'326 CHF | 100.00% | 100.00% |
08.11.2024 | 41.75% | 0.03 CHF | 0.04 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 4'010 CHF | 2'017 CHF | 100.00% | 100.00% |
07.11.2024 | 40.18% | 0.03 CHF | 0.04 CHF | 150'000 | 50'000 | 146'109 | 48'703 | 4'032 CHF | 1'974 CHF | 99.06% | 99.06% |