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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | - | - CHF | 0,04 CHF | 0 | 25 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
22/11/2024 | - | - CHF | 0,02 CHF | 0 | 50 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
20/11/2024 | 100,00% | 0,01 CHF | 0,02 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 5 000 CHF | 1 500 CHF | 0,25% | 100,00% |
19/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 5 000 CHF | 1 000 CHF | 21,18% | 100,00% |
18/11/2024 | 72,45% | 0,01 CHF | 0,02 CHF | 500 000 | 50 000 | 490 480 | 45 558 | 4 926 CHF | 958 CHF | 94,78% | 100,00% |
15/11/2024 | 34,41% | 0,02 CHF | 0,03 CHF | 346 881 | 50 000 | 321 916 | 50 000 | 8 060 CHF | 1 778 CHF | 100,00% | 100,00% |
14/11/2024 | 21,63% | 0,04 CHF | 0,05 CHF | 228 757 | 50 000 | 225 112 | 50 000 | 10 428 CHF | 2 874 CHF | 99,27% | 99,27% |
13/11/2024 | 18,62% | 0,05 CHF | 0,06 CHF | 205 869 | 50 000 | 214 924 | 49 694 | 10 741 CHF | 2 995 CHF | 98,49% | 98,49% |
12/11/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 210 280 | 50 000 | 209 608 | 50 000 | 10 482 CHF | 3 000 CHF | 100,00% | 100,00% |
11/11/2024 | 13,62% | 0,07 CHF | 0,08 CHF | 167 524 | 50 000 | 180 207 | 50 000 | 12 357 CHF | 3 939 CHF | 100,00% | 100,00% |