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 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 CHF | 2,000 CHF | 18.13% | 100.00% |
18/11/2024 | - | - CHF | 0.02 CHF | 0 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 CHF | 2,000 CHF | 55.40% | 99.99% |
14/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 CHF | 2,000 CHF | 98.95% | 99.52% |
13/11/2024 | 71.94% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 99,971 | 5,000 CHF | 2,157 CHF | 97.22% | 99.32% |
12/11/2024 | 99.31% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 CHF | 2,979 CHF | 100.00% | 100.00% |
11/11/2024 | 92.71% | 0.01 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,608 CHF | 3,000 CHF | 100.00% | 100.00% |
08/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 CHF | 3,000 CHF | 100.00% | 100.00% |
07/11/2024 | 65.47% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 97,631 | 7,956 CHF | 2,953 CHF | 98.66% | 99.13% |