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 | 370,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19/11/2024 | - | - CHF | 0.02 CHF | 0 | 360,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18/11/2024 | - | - CHF | 0.02 CHF | 0 | 360,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 720 CHF | 7,200 CHF | 38.56% | 99.50% |
14/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 720 CHF | 7,200 CHF | 87.38% | 99.68% |
13/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 720 CHF | 7,200 CHF | 94.93% | 100.00% |
12/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 720 CHF | 7,200 CHF | 85.32% | 100.00% |
11/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 350,000 | 350,000 | 348,875 | 348,875 | 698 CHF | 6,978 CHF | 91.19% | 100.00% |
08/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 350,000 | 350,000 | 347,436 | 347,436 | 695 CHF | 6,949 CHF | 99.20% | 99.20% |
07/11/2024 | 149.90% | 0.00 CHF | 0.02 CHF | 330,000 | 330,000 | 325,433 | 325,433 | 944 CHF | 6,509 CHF | 86.42% | 100.00% |