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 | 560,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.89% |
19/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 560,000 | 560,000 | 560,000 | 560,000 | 1,120 CHF | 11,200 CHF | 4.08% | 99.95% |
18/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 560,000 | 560,000 | 560,000 | 560,000 | 1,120 CHF | 11,200 CHF | 0.38% | 99.57% |
15/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 560,000 | 560,000 | 560,000 | 560,000 | 1,120 CHF | 11,200 CHF | 6.00% | 100.00% |
14/11/2024 | - | - CHF | 0.02 CHF | 0 | 540,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.76% |
13/11/2024 | - | - CHF | 0.02 CHF | 0 | 560,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12/11/2024 | - | - CHF | 0.02 CHF | 0 | 560,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.95% |
11/11/2024 | - | - CHF | 0.02 CHF | 0 | 540,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.36% |
08/11/2024 | - | - CHF | 0.02 CHF | 0 | 520,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.53% |
07/11/2024 | - | - CHF | 0.02 CHF | 0 | 520,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.86% |