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 | 50,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,500 CHF | 17.56% | 99.40% |
18/11/2024 | - | - CHF | 0.02 CHF | 0 | 50,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,500 CHF | 56.79% | 100.00% |
14/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,500 CHF | 99.52% | 99.52% |
13/11/2024 | 84.35% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 49,383 | 6,304 CHF | 1,482 CHF | 99.32% | 99.32% |
12/11/2024 | 35.31% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 492,824 | 50,000 | 13,416 CHF | 1,930 CHF | 100.00% | 100.00% |
11/11/2024 | 56.21% | 0.02 CHF | 0.04 CHF | 500,000 | 50,000 | 491,845 | 50,000 | 10,839 CHF | 1,949 CHF | 100.00% | 100.00% |
08/11/2024 | 60.74% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 494,054 | 50,000 | 10,523 CHF | 1,981 CHF | 100.00% | 100.00% |
07/11/2024 | 59.03% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 48,444 | 8,506 CHF | 1,464 CHF | 99.13% | 99.13% |