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 | 0,05 CHF | 0 | 100 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 91,87% |
19/11/2024 | - | - CHF | 0,05 CHF | 0 | 200 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 96,92% |
18/11/2024 | - | - CHF | 0,05 CHF | 0 | 200 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 93,04% |
15/11/2024 | 133,33% | 0,01 CHF | 0,05 CHF | 500 000 | 200 000 | 500 000 | 200 000 | 5 000 CHF | 10 000 CHF | 19,96% | 98,97% |
14/11/2024 | 132,39% | 0,01 CHF | 0,05 CHF | 500 000 | 200 000 | 500 000 | 200 000 | 5 099 CHF | 10 000 CHF | 68,84% | 98,36% |
13/11/2024 | 133,33% | 0,01 CHF | 0,05 CHF | 500 000 | 200 000 | 500 000 | 200 000 | 5 000 CHF | 10 000 CHF | 28,10% | 95,32% |
12/11/2024 | 103,86% | 0,01 CHF | 0,05 CHF | 500 000 | 200 000 | 500 000 | 200 000 | 8 095 CHF | 10 000 CHF | 98,69% | 98,69% |
11/11/2024 | 22,33% | 0,04 CHF | 0,05 CHF | 500 000 | 200 000 | 500 000 | 200 000 | 20 027 CHF | 10 022 CHF | 99,27% | 99,27% |
08/11/2024 | 52,58% | 0,02 CHF | 0,05 CHF | 500 000 | 200 000 | 500 000 | 200 000 | 15 025 CHF | 10 090 CHF | 96,11% | 96,11% |
07/11/2024 | 15,86% | 0,06 CHF | 0,07 CHF | 500 000 | 200 000 | 485 775 | 200 000 | 31 337 CHF | 15 022 CHF | 89,30% | 89,30% |