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 | 200,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,000 CHF | 6,000 CHF | 0.01% | 99.85% |
18/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,000 CHF | 6,000 CHF | 72.32% | 100.00% |
15/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,000 CHF | 6,000 CHF | 84.61% | 98.93% |
14/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,000 CHF | 6,000 CHF | 75.70% | 93.01% |
13/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 195,050 | 195,050 | 1,951 CHF | 5,851 CHF | 21.03% | 99.32% |
12/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,000 CHF | 6,000 CHF | 92.32% | 100.00% |
11/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,000 CHF | 6,000 CHF | 98.45% | 98.45% |
08/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,000 CHF | 6,000 CHF | 36.41% | 92.30% |
07/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,000 CHF | 6,000 CHF | 85.70% | 91.51% |