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 | 120,00% | 0,01 CHF | 0,03 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 5 000 CHF | 3 000 CHF | 13,52% | 100,00% |
22/11/2024 | 120,00% | 0,01 CHF | 0,04 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 5 000 CHF | 3 000 CHF | 1,37% | 100,00% |
20/11/2024 | - | 0,01 CHF | 0,03 CHF | 500 000 | 75 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
19/11/2024 | 90,42% | 0,01 CHF | 0,02 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 5 481 CHF | 2 173 CHF | 92,37% | 100,00% |
18/11/2024 | 65,04% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 467 280 | 44 487 | 10 751 CHF | 1 956 CHF | 100,00% | 100,00% |
15/11/2024 | 44,00% | 0,04 CHF | 0,06 CHF | 394 175 | 50 000 | 433 677 | 50 000 | 14 882 CHF | 2 740 CHF | 99,99% | 99,99% |
14/11/2024 | 16,61% | 0,08 CHF | 0,10 CHF | 228 245 | 50 000 | 193 524 | 50 000 | 21 943 CHF | 6 865 CHF | 99,52% | 99,52% |
13/11/2024 | 13,54% | 0,18 CHF | 0,20 CHF | 145 694 | 50 000 | 163 496 | 49 696 | 23 762 CHF | 8 406 CHF | 96,96% | 96,96% |
12/11/2024 | 7,26% | 0,24 CHF | 0,26 CHF | 123 451 | 50 000 | 116 173 | 50 000 | 31 215 CHF | 14 458 CHF | 72,74% | 72,74% |
11/11/2024 | 7,96% | 0,27 CHF | 0,29 CHF | 114 455 | 50 000 | 114 667 | 50 000 | 30 188 CHF | 14 269 CHF | 96,53% | 96,53% |