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 | 200 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 91,86% |
19/11/2024 | - | - CHF | 0,02 CHF | 0 | 250 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 96,91% |
18/11/2024 | - | - CHF | 0,02 CHF | 0 | 250 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 93,03% |
15/11/2024 | - | - CHF | 0,02 CHF | 0 | 250 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,97% |
14/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 250 000 | 500 000 | 250 000 | 5 000 CHF | 5 000 CHF | 38,00% | 98,36% |
13/11/2024 | - | - CHF | 0,02 CHF | 0 | 250 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 95,32% |
12/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 250 000 | 500 000 | 250 000 | 5 000 CHF | 5 000 CHF | 86,85% | 98,69% |
11/11/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 500 000 | 250 000 | 500 000 | 250 000 | 10 000 CHF | 7 500 CHF | 99,27% | 99,27% |
08/11/2024 | 60,00% | 0,01 CHF | 0,02 CHF | 500 000 | 250 000 | 500 000 | 250 000 | 6 251 CHF | 5 625 CHF | 96,11% | 96,11% |
07/11/2024 | 30,16% | 0,03 CHF | 0,04 CHF | 500 000 | 250 000 | 488 145 | 250 000 | 15 415 CHF | 10 563 CHF | 89,30% | 89,30% |