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 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,000 CHF | 14.27% | 100.00% |
15/11/2024 | 50.93% | 0.01 CHF | 0.02 CHF | 382,626 | 50,000 | 330,655 | 50,000 | 5,086 CHF | 1,305 CHF | 100.00% | 100.00% |
14/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 288,767 | 50,000 | 288,767 | 50,000 | 8,663 CHF | 2,000 CHF | 99.52% | 99.52% |
13/11/2024 | 31.69% | 0.02 CHF | 0.03 CHF | 280,615 | 50,000 | 285,402 | 49,704 | 7,871 CHF | 1,872 CHF | 99.32% | 99.32% |
12/11/2024 | 32.96% | 0.02 CHF | 0.03 CHF | 282,701 | 50,000 | 263,083 | 50,000 | 7,054 CHF | 1,873 CHF | 100.00% | 100.00% |
11/11/2024 | 29.60% | 0.03 CHF | 0.04 CHF | 230,935 | 50,000 | 232,065 | 50,000 | 7,227 CHF | 2,097 CHF | 100.00% | 100.00% |
08/11/2024 | 27.17% | 0.03 CHF | 0.04 CHF | 237,841 | 50,000 | 238,119 | 50,000 | 7,931 CHF | 2,178 CHF | 100.00% | 100.00% |
07/11/2024 | 27.16% | 0.04 CHF | 0.05 CHF | 241,842 | 50,000 | 220,150 | 48,471 | 7,471 CHF | 2,155 CHF | 84.07% | 84.07% |