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 | 50 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
19/11/2024 | 100,00% | 0,01 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 5 000 CHF | 1 500 CHF | 17,56% | 99,40% |
18/11/2024 | - | - CHF | 0,02 CHF | 0 | 50 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
15/11/2024 | 100,00% | 0,01 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 5 000 CHF | 1 500 CHF | 56,79% | 100,00% |
14/11/2024 | 100,00% | 0,01 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 5 000 CHF | 1 500 CHF | 99,52% | 99,52% |
13/11/2024 | 84,35% | 0,01 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 49 383 | 6 304 CHF | 1 482 CHF | 99,32% | 99,32% |
12/11/2024 | 35,31% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 492 824 | 50 000 | 13 416 CHF | 1 930 CHF | 100,00% | 100,00% |
11/11/2024 | 56,21% | 0,02 CHF | 0,04 CHF | 500 000 | 50 000 | 491 845 | 50 000 | 10 839 CHF | 1 949 CHF | 100,00% | 100,00% |
08/11/2024 | 60,74% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 494 054 | 50 000 | 10 523 CHF | 1 981 CHF | 100,00% | 100,00% |
07/11/2024 | 59,03% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 48 444 | 8 506 CHF | 1 464 CHF | 99,13% | 99,13% |