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 | 500,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.56% |
19/11/2024 | - | - CHF | 0.02 CHF | 0 | 500,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.55% |
18/11/2024 | - | - CHF | 0.02 CHF | 0 | 500,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.55% |
15/11/2024 | - | - CHF | 0.02 CHF | 0 | 500,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.90% |
14/11/2024 | - | - CHF | 0.02 CHF | 0 | 500,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.69% |
13/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 5,000 CHF | 10,000 CHF | 1.60% | 72.41% |
12/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 5,000 CHF | 10,000 CHF | 88.03% | 89.03% |
11/11/2024 | 8.73% | 0.11 CHF | 0.12 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 32,861 CHF | 35,861 CHF | 99.50% | 99.50% |
08/11/2024 | 9.96% | 0.10 CHF | 0.11 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 28,699 CHF | 31,699 CHF | 99.49% | 99.49% |
07/11/2024 | 8.57% | 0.11 CHF | 0.12 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 33,550 CHF | 36,550 CHF | 99.56% | 99.56% |