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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | - | - CHF | 0.02 CHF | 0 | 25,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.26% |
22/11/2024 | - | - CHF | 0.01 CHF | 0 | 50,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.54% |
20/11/2024 | - | - CHF | 0.02 CHF | 0 | 50,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.11% |
19/11/2024 | - | - CHF | 0.01 CHF | 0 | 50,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 95.49% |
18/11/2024 | - | - CHF | 0.01 CHF | 0 | 50,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.53% |
15/11/2024 | 66.67% | 0.01 CHF | 0.01 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,500 CHF | 1,000 CHF | 0.24% | 87.50% |
14/11/2024 | 81.46% | 0.01 CHF | 0.02 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,500 CHF | 1,222 CHF | 84.21% | 84.21% |
13/11/2024 | 95.08% | 0.01 CHF | 0.03 CHF | 150,000 | 50,000 | 149,206 | 49,735 | 1,533 CHF | 1,443 CHF | 98.17% | 98.88% |
12/11/2024 | 56.09% | 0.02 CHF | 0.03 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 3,322 CHF | 1,955 CHF | 98.85% | 98.85% |
11/11/2024 | 33.67% | 0.03 CHF | 0.04 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 4,979 CHF | 2,326 CHF | 100.00% | 100.00% |