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% | 100.00% |
19.11.2024 | - | - CHF | 0.02 CHF | 0 | 50'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
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 | 14.27% | 100.00% |
15.11.2024 | 50.93% | 0.01 CHF | 0.02 CHF | 382'626 | 50'000 | 330'655 | 50'000 | 5'086 CHF | 1'305 CHF | 100.00% | 100.00% |
14.11.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 288'767 | 50'000 | 288'767 | 50'000 | 8'663 CHF | 2'000 CHF | 99.52% | 99.52% |
13.11.2024 | 31.69% | 0.02 CHF | 0.03 CHF | 280'615 | 50'000 | 285'402 | 49'704 | 7'871 CHF | 1'872 CHF | 99.32% | 99.32% |
12.11.2024 | 32.96% | 0.02 CHF | 0.03 CHF | 282'701 | 50'000 | 263'083 | 50'000 | 7'054 CHF | 1'873 CHF | 100.00% | 100.00% |
11.11.2024 | 29.60% | 0.03 CHF | 0.04 CHF | 230'935 | 50'000 | 232'065 | 50'000 | 7'227 CHF | 2'097 CHF | 100.00% | 100.00% |
08.11.2024 | 27.17% | 0.03 CHF | 0.04 CHF | 237'841 | 50'000 | 238'119 | 50'000 | 7'931 CHF | 2'178 CHF | 100.00% | 100.00% |
07.11.2024 | 27.16% | 0.04 CHF | 0.05 CHF | 241'842 | 50'000 | 220'150 | 48'471 | 7'471 CHF | 2'155 CHF | 84.07% | 84.07% |