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 | 0.02 CHF | 0 | 370,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19/11/2024 | - | - CHF | 0.02 CHF | 0 | 360,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18/11/2024 | - | - CHF | 0.02 CHF | 0 | 360,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 720 CHF | 7,200 CHF | 41.48% | 99.96% |
14/11/2024 | 155.27% | 0.00 CHF | 0.02 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 919 CHF | 7,200 CHF | 90.35% | 99.68% |
13/11/2024 | 155.46% | 0.00 CHF | 0.02 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 914 CHF | 7,200 CHF | 100.00% | 100.00% |
12/11/2024 | 155.99% | 0.00 CHF | 0.02 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 902 CHF | 7,200 CHF | 95.88% | 100.00% |
11/11/2024 | 137.62% | 0.00 CHF | 0.02 CHF | 350,000 | 350,000 | 348,640 | 348,640 | 1,296 CHF | 6,973 CHF | 93.90% | 100.00% |
08/11/2024 | 134.24% | 0.00 CHF | 0.02 CHF | 350,000 | 350,000 | 347,435 | 347,435 | 1,369 CHF | 6,949 CHF | 99.20% | 99.20% |
07/11/2024 | 120.06% | 0.01 CHF | 0.02 CHF | 330,000 | 330,000 | 325,391 | 325,391 | 1,657 CHF | 6,508 CHF | 99.23% | 100.00% |