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 | 0.03 CHF | 0 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 3,000 CHF | 3,000 CHF | 13.38% | 100.00% |
18/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 300,000 | 100,000 | 285,870 | 95,290 | 2,859 CHF | 2,859 CHF | 96.04% | 100.00% |
15/11/2024 | 58.16% | 0.01 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 5,092 CHF | 3,000 CHF | 83.38% | 88.89% |
14/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,000 CHF | 3,000 CHF | 99.24% | 99.24% |
13/11/2024 | 28.99% | 0.03 CHF | 0.04 CHF | 300,000 | 100,000 | 299,112 | 99,704 | 9,361 CHF | 4,128 CHF | 99.40% | 99.40% |
12/11/2024 | 27.87% | 0.03 CHF | 0.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 9,331 CHF | 4,110 CHF | 100.00% | 100.00% |
11/11/2024 | 18.27% | 0.05 CHF | 0.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 14,937 CHF | 5,979 CHF | 100.00% | 100.00% |
08/11/2024 | 21.77% | 0.04 CHF | 0.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 12,365 CHF | 5,122 CHF | 100.00% | 100.00% |
07/11/2024 | 19.07% | 0.05 CHF | 0.06 CHF | 300,000 | 100,000 | 296,091 | 98,697 | 15,060 CHF | 6,046 CHF | 98.74% | 98.74% |