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 | 0,02 CHF | 0 | 100 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 97,08% |
22/11/2024 | - | - CHF | 0,02 CHF | 0 | 100 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,29% |
20/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 50 037 | 5 000 CHF | 1 001 CHF | 77,33% | 99,56% |
19/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 50 000 | 5 000 CHF | 1 000 CHF | 4,57% | 86,45% |
18/11/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 60 858 | 5 000 CHF | 1 217 CHF | 99,56% | 99,56% |
15/11/2024 | 46,09% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 60 533 | 8 857 CHF | 1 597 CHF | 98,38% | 98,38% |
14/11/2024 | 39,53% | 0,02 CHF | 0,03 CHF | 500 000 | 100 000 | 500 000 | 60 749 | 10 207 CHF | 1 864 CHF | 99,29% | 99,29% |
13/11/2024 | 45,81% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 499 998 | 62 044 | 8 911 CHF | 1 644 CHF | 89,77% | 90,48% |
12/11/2024 | 64,25% | 0,02 CHF | 0,03 CHF | 500 000 | 100 000 | 500 000 | 61 153 | 5 453 CHF | 1 314 CHF | 96,99% | 96,99% |
11/11/2024 | - | - CHF | 0,04 CHF | 0 | 10 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,14% |