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 | 75,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19/11/2024 | - | - CHF | 0.03 CHF | 0 | 75,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |
18/11/2024 | - | - CHF | 0.03 CHF | 0 | 75,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 75,000 | 75,000 | 280,493 | 75,000 | 2,805 CHF | 2,250 CHF | 54.35% | 100.00% |
14/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 75,000 | 75,000 | 145,102 | 75,000 | 1,451 CHF | 2,250 CHF | 25.41% | 94.67% |
13/11/2024 | - | - CHF | 0.03 CHF | 0 | 75,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.25% |
12/11/2024 | - | - CHF | 0.03 CHF | 0 | 75,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.34% |
11/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 750 CHF | 2,250 CHF | 0.21% | 100.00% |
08/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 75,000 | 75,000 | 202,980 | 75,000 | 2,030 CHF | 2,250 CHF | 7.06% | 88.64% |
07/11/2024 | 22.49% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 72,309 | 22,089 CHF | 3,990 CHF | 95.57% | 95.57% |