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 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 CHF | 2,000 CHF | 7.16% | 98.98% |
19/11/2024 | - | - CHF | 0.02 CHF | 0 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |
18/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 CHF | 2,000 CHF | 4.57% | 94.23% |
15/11/2024 | - | - CHF | 0.02 CHF | 0 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
14/11/2024 | - | - CHF | 0.02 CHF | 0 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.92% |
13/11/2024 | - | - CHF | 0.02 CHF | 0 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.36% |
12/11/2024 | - | - CHF | 0.02 CHF | 0 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 95.15% |
11/11/2024 | - | - CHF | 0.01 CHF | 0 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
08/11/2024 | - | 0.01 CHF | 0.01 CHF | 500,000 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
07/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 499,965 | 100,000 | 5,000 CHF | 2,000 CHF | 17.20% | 98.40% |