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% | 77,45% |
19/11/2024 | - | 0,01 CHF | 0,02 CHF | 500 000 | 75 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 67,94% |
18/11/2024 | 105,44% | 0,01 CHF | 0,02 CHF | 12 500 | 75 000 | 14 935 | 14 935 | 149 CHF | 482 CHF | 5,10% | 69,93% |
15/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 5 000 CHF | 1 500 CHF | 84,46% | 88,80% |
14/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 5 000 CHF | 1 500 CHF | 61,40% | 83,23% |
13/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 75 000 | 500 000 | 74 517 | 5 000 CHF | 1 490 CHF | 34,05% | 94,16% |
12/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 5 000 CHF | 1 500 CHF | 9,95% | 80,72% |
11/11/2024 | 40,04% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 9 993 CHF | 2 249 CHF | 94,58% | 94,58% |
08/11/2024 | 63,55% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 5 584 CHF | 1 588 CHF | 98,08% | 98,08% |
07/11/2024 | 66,56% | 0,01 CHF | 0,02 CHF | 500 000 | 75 000 | 500 000 | 74 665 | 5 021 CHF | 1 496 CHF | 88,24% | 92,79% |