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 | 50,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19/11/2024 | - | - CHF | 0.02 CHF | 0 | 50,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
18/11/2024 | - | - CHF | 0.02 CHF | 0 | 50,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/11/2024 | - | - CHF | 0.02 CHF | 0 | 50,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |
14/11/2024 | - | - CHF | 0.01 CHF | 0 | 50,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 89.39% |
13/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,500 CHF | 1,000 CHF | 64.94% | 99.32% |
12/11/2024 | 72.23% | 0.01 CHF | 0.02 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,500 CHF | 1,083 CHF | 56.77% | 100.00% |
11/11/2024 | 75.90% | 0.01 CHF | 0.02 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,500 CHF | 1,139 CHF | 100.00% | 100.00% |
08/11/2024 | 67.90% | 0.01 CHF | 0.02 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,659 CHF | 1,114 CHF | 97.52% | 100.00% |
07/11/2024 | 47.89% | 0.02 CHF | 0.04 CHF | 150,000 | 50,000 | 146,541 | 48,847 | 3,924 CHF | 2,095 CHF | 98.52% | 98.52% |