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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | - | 0,01 CHF | - CHF | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 73,52% |
20/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 5 000 CHF | 2 000 CHF | 13,10% | 98,98% |
19/11/2024 | 66,67% | 0,01 CHF | 0,01 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 5 000 CHF | 2 000 CHF | 1,38% | 99,99% |
18/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 95 211 | 5 000 CHF | 1 904 CHF | 93,21% | 94,23% |
15/11/2024 | 66,67% | 0,01 CHF | 0,01 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 5 000 CHF | 2 000 CHF | 3,81% | 100,00% |
14/11/2024 | - | - CHF | 0,01 CHF | 0 | 100 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 97,92% |
13/11/2024 | 66,67% | 0,01 CHF | 0,01 CHF | 500 000 | 100 000 | 499 176 | 75 000 | 4 992 CHF | 1 500 CHF | 1,05% | 99,36% |
12/11/2024 | 66,67% | 0,01 CHF | 0,01 CHF | 300 000 | 100 000 | 396 676 | 99 142 | 3 967 CHF | 1 983 CHF | 12,14% | 95,15% |
11/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 5 000 CHF | 2 000 CHF | 100,00% | 100,00% |
08/11/2024 | 65,85% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 5 153 CHF | 2 031 CHF | 100,00% | 100,00% |