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 | 510,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.78% |
19/11/2024 | - | - CHF | 0.02 CHF | 0 | 520,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18/11/2024 | - | - CHF | 0.02 CHF | 0 | 520,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.91% |
15/11/2024 | - | - CHF | 0.02 CHF | 0 | 520,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
14/11/2024 | - | - CHF | 0.02 CHF | 0 | 500,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
13/11/2024 | - | - CHF | 0.02 CHF | 0 | 510,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12/11/2024 | - | - CHF | 0.02 CHF | 0 | 510,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11/11/2024 | - | - CHF | 0.02 CHF | 0 | 500,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.78% |
08/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 40,000 | 510,000 | 40,000 | 40,000 | 80 CHF | 800 CHF | 10.46% | 95.56% |
07/11/2024 | 164.01% | 0.00 CHF | 0.02 CHF | 480,000 | 480,000 | 168,281 | 168,281 | 337 CHF | 3,378 CHF | 99.85% | 99.85% |