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 |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | - | - |
19/10/2012 | - | - CHF | 0.04 CHF | 0 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18/10/2012 | - | - CHF | 0.04 CHF | 0 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.36% |
17/10/2012 | - | - CHF | 0.04 CHF | 0 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.57% |
16/10/2012 | - | - CHF | 0.04 CHF | 0 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.34% |
15/10/2012 | 36.28% | 0.01 CHF | 0.02 CHF | 750,000 | 100,000 | 749,949 | 748,841 | 20,121 CHF | 28,208 CHF | 73.71% | 90.45% |
12/10/2012 | 9.21% | 0.09 CHF | 0.10 CHF | 750,000 | 750,000 | 749,973 | 749,950 | 78,588 CHF | 86,084 CHF | 99.66% | 99.66% |
11/10/2012 | 6.27% | 0.15 CHF | 0.16 CHF | 750,000 | 750,000 | 750,000 | 750,000 | 116,165 CHF | 123,665 CHF | 99.34% | 99.34% |
10/10/2012 | 7.32% | 0.15 CHF | 0.16 CHF | 750,000 | 750,000 | 749,993 | 750,000 | 99,281 CHF | 106,782 CHF | 99.65% | 99.65% |
09/10/2012 | 6.68% | 0.12 CHF | 0.13 CHF | 750,000 | 750,000 | 749,958 | 749,602 | 108,788 CHF | 116,234 CHF | 99.88% | 99.88% |