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 | 0.03 CHF | 0 | 50'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.83% |
19.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'000 CHF | 67.42% | 95.59% |
18.11.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'000 CHF | 77.58% | 99.64% |
15.11.2024 | 49.82% | 0.01 CHF | 0.03 CHF | 500'000 | 50'000 | 491'028 | 50'000 | 10'174 CHF | 1'700 CHF | 99.90% | 99.90% |
14.11.2024 | 22.41% | 0.04 CHF | 0.05 CHF | 359'240 | 50'000 | 349'815 | 50'000 | 15'278 CHF | 2'748 CHF | 98.82% | 98.82% |
13.11.2024 | 26.05% | 0.05 CHF | 0.07 CHF | 320'575 | 50'000 | 318'516 | 49'557 | 15'946 CHF | 3'232 CHF | 98.88% | 98.88% |
12.11.2024 | 20.22% | 0.06 CHF | 0.08 CHF | 271'952 | 50'000 | 247'942 | 50'000 | 18'337 CHF | 4'533 CHF | 99.79% | 99.79% |
11.11.2024 | 14.34% | 0.09 CHF | 0.10 CHF | 230'399 | 50'000 | 217'689 | 50'000 | 20'347 CHF | 5'405 CHF | 100.00% | 100.00% |
08.11.2024 | 14.64% | 0.08 CHF | 0.09 CHF | 236'182 | 50'000 | 236'126 | 50'000 | 19'017 CHF | 4'669 CHF | 100.00% | 100.00% |
07.11.2024 | 17.74% | 0.08 CHF | 0.10 CHF | 239'351 | 50'000 | 242'108 | 48'703 | 19'323 CHF | 4'649 CHF | 99.06% | 99.06% |