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% | 99.85% |
19/11/2024 | - | - CHF | 0.04 CHF | 0 | 25,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 28.49% |
18/11/2024 | - | - CHF | 0.04 CHF | 0 | 25,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.16% |
15/11/2024 | - | - CHF | 0.04 CHF | 0 | 25,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.05% |
14/11/2024 | - | - CHF | 0.04 CHF | 0 | 25,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 73.85% |
13/11/2024 | - | - CHF | 0.04 CHF | 0 | 25,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 87.14% |
12/11/2024 | 58.48% | 0.01 CHF | 0.04 CHF | 12,500 | 12,500 | 499,391 | 24,984 | 11,077 CHF | 999 CHF | 94.98% | 98.53% |
11/11/2024 | 27.45% | 0.04 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 15,880 CHF | 1,044 CHF | 93.97% | 93.97% |
08/11/2024 | 58.66% | 0.03 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 11,051 CHF | 1,000 CHF | 96.20% | 96.20% |
07/11/2024 | 31.06% | 0.02 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 24,221 | 14,673 CHF | 969 CHF | 99.06% | 99.06% |