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 | - | 0.01 CHF | - CHF | 1,000,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.58% |
19/11/2024 | - | 0.01 CHF | - CHF | 1,000,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.57% |
18/11/2024 | - | 0.01 CHF | - CHF | 1,000,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.57% |
15/11/2024 | - | 0.01 CHF | - CHF | 1,000,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.92% |
14/11/2024 | - | 0.01 CHF | - CHF | 1,000,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.66% |
13/11/2024 | - | 0.01 CHF | - CHF | 1,000,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.05% |
12/11/2024 | 57.59% | 0.01 CHF | 0.02 CHF | 1,000,000 | 609,276 | 1,000,000 | 609,276 | 12,412 CHF | 13,655 CHF | 81.51% | 98.03% |
11/11/2024 | 30.42% | 0.03 CHF | 0.04 CHF | 1,000,000 | 609,276 | 1,000,000 | 609,276 | 27,874 CHF | 23,076 CHF | 99.52% | 99.52% |
08/11/2024 | 32.39% | 0.03 CHF | 0.04 CHF | 1,000,000 | 609,276 | 1,000,000 | 609,276 | 25,878 CHF | 21,860 CHF | 99.52% | 99.52% |
07/11/2024 | 30.08% | 0.03 CHF | 0.04 CHF | 1,000,000 | 609,276 | 1,000,000 | 609,276 | 28,249 CHF | 23,304 CHF | 99.60% | 99.60% |