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 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 CHF | 2'000 CHF | 18.13% | 100.00% |
18.11.2024 | - | - CHF | 0.02 CHF | 0 | 100'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 CHF | 2'000 CHF | 55.40% | 99.99% |
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 | 98.95% | 99.52% |
13.11.2024 | 71.94% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 500'000 | 99'971 | 5'000 CHF | 2'157 CHF | 97.22% | 99.32% |
12.11.2024 | 99.31% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 CHF | 2'979 CHF | 100.00% | 100.00% |
11.11.2024 | 92.71% | 0.01 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'608 CHF | 3'000 CHF | 100.00% | 100.00% |
08.11.2024 | 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% |
07.11.2024 | 65.47% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 97'631 | 7'956 CHF | 2'953 CHF | 98.66% | 99.13% |