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 | 75 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
19/11/2024 | - | 0,01 CHF | 0,02 CHF | 500 000 | 75 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
18/11/2024 | - | 0,01 CHF | 0,02 CHF | 500 000 | 75 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
15/11/2024 | 65,55% | 0,01 CHF | 0,02 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 1 563 CHF | 1 021 CHF | 100,00% | 100,00% |
14/11/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 10 001 CHF | 2 250 CHF | 99,52% | 99,52% |
13/11/2024 | 56,07% | 0,01 CHF | 0,02 CHF | 150 000 | 50 000 | 149 110 | 49 703 | 2 129 CHF | 1 215 CHF | 99,32% | 99,32% |
12/11/2024 | 31,50% | 0,02 CHF | 0,03 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 4 116 CHF | 1 872 CHF | 100,00% | 100,00% |
11/11/2024 | 22,77% | 0,04 CHF | 0,05 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 5 870 CHF | 2 457 CHF | 100,00% | 100,00% |
08/11/2024 | 28,43% | 0,03 CHF | 0,04 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 4 535 CHF | 2 012 CHF | 100,00% | 100,00% |
07/11/2024 | 29,58% | 0,03 CHF | 0,04 CHF | 500 000 | 75 000 | 477 951 | 72 406 | 14 967 CHF | 2 996 CHF | 99,12% | 99,12% |