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 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 5 000 CHF | 1 000 CHF | 40,32% | 100,00% |
19/11/2024 | - | - CHF | 0,01 CHF | 0 | 50 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 96,07% |
18/11/2024 | 66,67% | 0,01 CHF | 0,01 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 5 000 CHF | 1 000 CHF | 15,04% | 100,00% |
15/11/2024 | - | 0,01 CHF | 0,01 CHF | 500 000 | 50 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 74,69% |
14/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 5 000 CHF | 1 000 CHF | 99,44% | 99,44% |
13/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 50 000 | 500 000 | 49 819 | 5 000 CHF | 996 CHF | 98,88% | 98,88% |
12/11/2024 | 65,95% | 0,01 CHF | 0,02 CHF | 467 573 | 50 000 | 454 826 | 50 000 | 4 674 CHF | 1 013 CHF | 100,00% | 100,00% |
11/11/2024 | 39,23% | 0,02 CHF | 0,03 CHF | 339 438 | 50 000 | 338 369 | 50 000 | 7 003 CHF | 1 534 CHF | 100,00% | 100,00% |
08/11/2024 | 31,31% | 0,02 CHF | 0,03 CHF | 344 778 | 50 000 | 304 926 | 50 000 | 8 320 CHF | 1 880 CHF | 88,69% | 88,69% |
07/11/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 312 700 | 50 000 | 312 679 | 48 703 | 9 380 CHF | 1 948 CHF | 99,06% | 99,06% |