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 | 0,01 CHF | 0 | 75 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 14,13% |
19/11/2024 | - | - CHF | 0,01 CHF | 0 | 75 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,86% |
18/11/2024 | 66,67% | 0,01 CHF | 0,01 CHF | 500 000 | 75 000 | 500 000 | 53 908 | 5 000 CHF | 1 078 CHF | 46,52% | 87,28% |
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 | 99,58% | 99,58% |
14/11/2024 | 43,16% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 9 408 CHF | 2 161 CHF | 95,87% | 95,87% |
13/11/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 74 092 | 10 000 CHF | 2 223 CHF | 92,08% | 92,08% |
12/11/2024 | 39,68% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 10 142 CHF | 2 271 CHF | 99,28% | 99,28% |
11/11/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 15 000 CHF | 3 000 CHF | 93,06% | 93,06% |
08/11/2024 | 39,43% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 10 250 CHF | 2 288 CHF | 94,38% | 94,38% |
07/11/2024 | 43,97% | 0,02 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 72 396 | 9 255 CHF | 2 060 CHF | 98,73% | 98,73% |