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 | 550,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19/11/2024 | - | - CHF | 0.02 CHF | 0 | 530,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.85% |
18/11/2024 | 163.90% | 0.00 CHF | 0.02 CHF | 530,000 | 530,000 | 523,663 | 523,663 | 1,047 CHF | 10,484 CHF | 91.33% | 100.00% |
15/11/2024 | 163.88% | 0.00 CHF | 0.02 CHF | 530,000 | 530,000 | 516,251 | 516,251 | 1,033 CHF | 10,335 CHF | 100.00% | 100.00% |
14/11/2024 | 163.88% | 0.00 CHF | 0.02 CHF | 520,000 | 520,000 | 522,054 | 522,054 | 1,044 CHF | 10,451 CHF | 99.04% | 99.04% |
13/11/2024 | 163.88% | 0.00 CHF | 0.02 CHF | 530,000 | 530,000 | 516,309 | 516,309 | 1,033 CHF | 10,336 CHF | 99.00% | 99.00% |
12/11/2024 | 163.75% | 0.00 CHF | 0.02 CHF | 520,000 | 520,000 | 497,235 | 497,235 | 994 CHF | 9,949 CHF | 51.19% | 97.74% |
11/11/2024 | 163.88% | 0.00 CHF | 0.02 CHF | 440,000 | 440,000 | 432,597 | 432,597 | 865 CHF | 8,660 CHF | 100.00% | 100.00% |
08/11/2024 | 163.88% | 0.00 CHF | 0.02 CHF | 440,000 | 440,000 | 435,539 | 435,539 | 871 CHF | 8,719 CHF | 98.88% | 98.88% |
07/11/2024 | 163.88% | 0.00 CHF | 0.02 CHF | 430,000 | 430,000 | 426,409 | 426,409 | 853 CHF | 8,536 CHF | 100.00% | 100.00% |