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 | 75 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
19/11/2024 | 74,69% | 0,01 CHF | 0,02 CHF | 500 000 | 75 000 | 485 719 | 75 000 | 4 857 CHF | 1 680 CHF | 15,02% | 100,00% |
18/11/2024 | 98,37% | 0,01 CHF | 0,03 CHF | 500 000 | 75 000 | 487 360 | 69 799 | 4 894 CHF | 2 045 CHF | 86,99% | 100,00% |
15/11/2024 | 87,36% | 0,02 CHF | 0,04 CHF | 401 778 | 75 000 | 203 354 | 54 325 | 3 860 CHF | 1 958 CHF | 100,00% | 100,00% |
14/11/2024 | 100,41% | 0,01 CHF | 0,04 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 375 CHF | 1 133 CHF | 86,66% | 99,22% |
13/11/2024 | 108,93% | 0,01 CHF | 0,03 CHF | 37 500 | 37 500 | 37 368 | 37 368 | 374 CHF | 1 287 CHF | 98,21% | 99,36% |
12/11/2024 | 99,03% | 0,01 CHF | 0,03 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 499 CHF | 1 439 CHF | 99,08% | 100,00% |
11/11/2024 | 59,69% | 0,04 CHF | 0,06 CHF | 37 500 | 37 500 | 37 500 | 37 500 | 1 202 CHF | 2 216 CHF | 100,00% | 100,00% |
08/11/2024 | 42,88% | 0,03 CHF | 0,05 CHF | 281 205 | 75 000 | 288 048 | 75 000 | 9 617 CHF | 3 882 CHF | 100,00% | 100,00% |
07/11/2024 | 28,25% | 0,06 CHF | 0,08 CHF | 194 266 | 75 000 | 197 759 | 71 924 | 12 605 CHF | 6 045 CHF | 83,59% | 83,59% |