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 | - | 0.02 CHF | - CHF | 1'000'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19.11.2024 | - | 0.02 CHF | - CHF | 1'000'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18.11.2024 | - | 0.02 CHF | - CHF | 1'000'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15.11.2024 | - | 0.02 CHF | - CHF | 1'000'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
14.11.2024 | - | 0.02 CHF | - CHF | 1'000'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
13.11.2024 | - | 0.02 CHF | - CHF | 1'000'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12.11.2024 | 51.98% | 0.01 CHF | 0.02 CHF | 1'000'000 | 996'600 | 1'000'000 | 996'600 | 14'249 CHF | 24'166 CHF | 82.98% | 100.00% |
11.11.2024 | 43.19% | 0.02 CHF | 0.03 CHF | 1'000'000 | 996'600 | 1'000'000 | 996'600 | 18'170 CHF | 28'074 CHF | 100.00% | 100.00% |
08.11.2024 | 38.76% | 0.02 CHF | 0.03 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 14'661 CHF | 21'661 CHF | 100.00% | 100.00% |
07.11.2024 | 24.20% | 0.04 CHF | 0.05 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 25'474 CHF | 32'474 CHF | 100.00% | 100.00% |