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 | 0.04 CHF | 0 | 25,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
19/11/2024 | - | - CHF | 0.02 CHF | 0 | 25,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 83.72% |
18/11/2024 | - | - CHF | 0.02 CHF | 0 | 25,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 67.08% |
15/11/2024 | - | - CHF | 0.02 CHF | 0 | 25,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.48% |
14/11/2024 | - | - CHF | 0.02 CHF | 0 | 25,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.73% |
13/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 495,089 | 25,000 | 495,090 | 25,000 | 4,951 CHF | 750 CHF | 0.16% | 85.35% |
12/11/2024 | - | - CHF | 0.02 CHF | 0 | 25,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 63.75% |
11/11/2024 | - | - CHF | 0.03 CHF | 0 | 25,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 73.83% |
08/11/2024 | - | - CHF | 0.03 CHF | 0 | 25,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 55.60% |
07/11/2024 | 114.81% | 0.01 CHF | 0.03 CHF | 480,152 | 25,000 | 441,139 | 25,000 | 4,411 CHF | 935 CHF | 35.11% | 79.97% |