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 | 0.01 CHF | 0 | 75'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 14.13% |
19.11.2024 | - | - CHF | 0.01 CHF | 0 | 75'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.86% |
18.11.2024 | 66.67% | 0.01 CHF | 0.01 CHF | 500'000 | 75'000 | 500'000 | 53'908 | 5'000 CHF | 1'078 CHF | 46.52% | 87.28% |
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 | 99.58% | 99.58% |
14.11.2024 | 43.16% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 9'408 CHF | 2'161 CHF | 95.87% | 95.87% |
13.11.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 74'092 | 10'000 CHF | 2'223 CHF | 92.08% | 92.08% |
12.11.2024 | 39.68% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'142 CHF | 2'271 CHF | 99.28% | 99.28% |
11.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 15'000 CHF | 3'000 CHF | 93.06% | 93.06% |
08.11.2024 | 39.43% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'250 CHF | 2'288 CHF | 94.38% | 94.38% |
07.11.2024 | 43.97% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 72'396 | 9'255 CHF | 2'060 CHF | 98.73% | 98.73% |