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 | - | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.35% |
19/11/2024 | - | 0.00 CHF | 0.05 CHF | 1,000,000 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.67% |
18/11/2024 | 164.14% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 984,554 | 984,554 | 1,969 CHF | 19,969 CHF | 12.98% | 96.74% |
15/11/2024 | 164.13% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 974,821 | 974,821 | 1,950 CHF | 19,653 CHF | 78.53% | 99.11% |
14/11/2024 | - | - CHF | 0.02 CHF | 0 | 1,000,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.25% |
13/11/2024 | - | - CHF | 0.02 CHF | 0 | 1,000,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.90% |
12/11/2024 | - | - CHF | 0.02 CHF | 0 | 1,000,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.40% |
11/11/2024 | - | - CHF | 0.02 CHF | 0 | 1,000,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.59% |
08/11/2024 | - | - CHF | 0.02 CHF | 0 | 1,000,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 94.36% |
07/11/2024 | - | - CHF | 0.02 CHF | 0 | 1,000,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.47% |