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 | - | - CHF | 0.01 CHF | 0 | 75,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
14/11/2024 | - | - CHF | 0.01 CHF | 0 | 75,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.52% |
13/11/2024 | 66.67% | 0.01 CHF | 0.01 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 69.20% | 99.32% |
12/11/2024 | 68.76% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,547 CHF | 100.00% | 100.00% |
11/11/2024 | 41.90% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 10,985 CHF | 2,496 CHF | 100.00% | 100.00% |
08/11/2024 | 31.59% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 497,836 | 75,000 | 14,505 CHF | 2,987 CHF | 100.00% | 100.00% |
07/11/2024 | 14.78% | 0.07 CHF | 0.08 CHF | 330,707 | 75,000 | 323,517 | 71,817 | 25,342 CHF | 6,567 CHF | 80.73% | 80.73% |