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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | - | 0,01 CHF | - CHF | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 61,28% |
20/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 5 000 CHF | 2 000 CHF | 13,10% | 79,28% |
19/11/2024 | - | 0,01 CHF | 0,01 CHF | 500 000 | 100 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,99% |
18/11/2024 | 66,67% | 0,01 CHF | 0,01 CHF | 500 000 | 100 000 | 500 000 | 85 098 | 5 000 CHF | 1 702 CHF | 29,89% | 29,89% |
15/11/2024 | - | - CHF | 0,01 CHF | 0 | 100 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 94,38% |
14/11/2024 | - | - CHF | 0,01 CHF | 0 | 100 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 97,20% |
13/11/2024 | - | - CHF | 0,01 CHF | 0 | 100 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,89% |
12/11/2024 | 66,67% | 0,01 CHF | 0,01 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 5 000 CHF | 2 000 CHF | 38,15% | 55,04% |
11/11/2024 | 30,94% | 0,02 CHF | 0,03 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 13 962 CHF | 3 792 CHF | 90,84% | 90,84% |
08/11/2024 | 31,70% | 0,02 CHF | 0,03 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 13 630 CHF | 3 726 CHF | 87,11% | 87,11% |