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 | 0.01 CHF | 0 | 75,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19/11/2024 | - | - CHF | 0.01 CHF | 0 | 75,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.40% |
18/11/2024 | - | - CHF | 0.01 CHF | 0 | 75,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | 66.67% | 0.01 CHF | 0.01 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 79.25% | 100.00% |
14/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 73.26% | 99.52% |
13/11/2024 | 67.41% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 74,442 | 5,000 CHF | 1,500 CHF | 99.32% | 99.32% |
12/11/2024 | 53.82% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 8,678 CHF | 2,204 CHF | 100.00% | 100.00% |
11/11/2024 | 43.82% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 10,645 CHF | 2,496 CHF | 100.00% | 100.00% |
08/11/2024 | 35.78% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 13,694 CHF | 2,924 CHF | 100.00% | 100.00% |
07/11/2024 | 22.12% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 492,039 | 72,407 | 24,553 CHF | 4,462 CHF | 99.13% | 99.13% |