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 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19/11/2024 | - | - CHF | 0.02 CHF | 0 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.68% |
18/11/2024 | - | - CHF | 0.02 CHF | 0 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | - | - CHF | 0.02 CHF | 0 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 84.31% |
14/11/2024 | - | - CHF | 0.01 CHF | 0 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 79.97% |
13/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 CHF | 2,000 CHF | 44.50% | 79.05% |
12/11/2024 | 45.88% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 8,956 CHF | 2,791 CHF | 85.88% | 90.52% |
11/11/2024 | 66.57% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,018 CHF | 2,004 CHF | 66.76% | 66.76% |
08/11/2024 | 66.67% | 0.01 CHF | 0.01 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 CHF | 2,000 CHF | 33.01% | 40.45% |
07/11/2024 | 46.95% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 97,154 | 9,052 CHF | 2,782 CHF | 90.39% | 90.39% |