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 | 50 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,11% |
19/11/2024 | - | - CHF | 0,01 CHF | 0 | 50 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 95,49% |
18/11/2024 | - | - CHF | 0,01 CHF | 0 | 50 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,53% |
15/11/2024 | 66,67% | 0,01 CHF | 0,01 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 1 500 CHF | 1 000 CHF | 0,24% | 87,50% |
14/11/2024 | 81,46% | 0,01 CHF | 0,02 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 1 500 CHF | 1 222 CHF | 84,21% | 84,21% |
13/11/2024 | 95,08% | 0,01 CHF | 0,03 CHF | 150 000 | 50 000 | 149 206 | 49 735 | 1 533 CHF | 1 443 CHF | 98,17% | 98,88% |
12/11/2024 | 56,09% | 0,02 CHF | 0,03 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 3 322 CHF | 1 955 CHF | 98,85% | 98,85% |
11/11/2024 | 33,67% | 0,03 CHF | 0,04 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 4 979 CHF | 2 326 CHF | 100,00% | 100,00% |
08/11/2024 | 41,75% | 0,03 CHF | 0,04 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 4 010 CHF | 2 017 CHF | 100,00% | 100,00% |
07/11/2024 | 40,18% | 0,03 CHF | 0,04 CHF | 150 000 | 50 000 | 146 109 | 48 703 | 4 032 CHF | 1 974 CHF | 99,06% | 99,06% |