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 | 100 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
19/11/2024 | 100,00% | 0,01 CHF | 0,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 3 000 CHF | 3 000 CHF | 13,38% | 100,00% |
18/11/2024 | 100,00% | 0,01 CHF | 0,03 CHF | 300 000 | 100 000 | 285 870 | 95 290 | 2 859 CHF | 2 859 CHF | 96,04% | 100,00% |
15/11/2024 | 58,16% | 0,01 CHF | 0,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 5 092 CHF | 3 000 CHF | 83,38% | 88,89% |
14/11/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 6 000 CHF | 3 000 CHF | 99,24% | 99,24% |
13/11/2024 | 28,99% | 0,03 CHF | 0,04 CHF | 300 000 | 100 000 | 299 112 | 99 704 | 9 361 CHF | 4 128 CHF | 99,40% | 99,40% |
12/11/2024 | 27,87% | 0,03 CHF | 0,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 9 331 CHF | 4 110 CHF | 100,00% | 100,00% |
11/11/2024 | 18,27% | 0,05 CHF | 0,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 14 937 CHF | 5 979 CHF | 100,00% | 100,00% |
08/11/2024 | 21,77% | 0,04 CHF | 0,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 12 365 CHF | 5 122 CHF | 100,00% | 100,00% |
07/11/2024 | 19,07% | 0,05 CHF | 0,06 CHF | 300 000 | 100 000 | 296 091 | 98 697 | 15 060 CHF | 6 046 CHF | 98,74% | 98,74% |