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 |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | - | - |
22/12/2020 | - | 15.35 CHF | - CHF | 100,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 51.25% |
21/12/2020 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
18/12/2020 | 0.06% | 15.57 CHF | 15.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 776,394 CHF | 776,894 CHF | 3.43% | 7.12% |
17/12/2020 | 0.06% | 15.50 CHF | 15.51 CHF | 100,000 | 100,000 | 60,729 | 60,729 | 941,459 CHF | 942,066 CHF | 100.00% | 100.00% |
16/12/2020 | 0.07% | 15.36 CHF | 15.37 CHF | 100,000 | 100,000 | 60,738 | 60,738 | 932,480 CHF | 933,088 CHF | 99.91% | 99.91% |
15/12/2020 | 0.07% | 15.08 CHF | 15.09 CHF | 100,000 | 100,000 | 60,729 | 60,729 | 917,392 CHF | 918,000 CHF | 100.00% | 100.00% |
14/12/2020 | 0.07% | 15.24 CHF | 15.25 CHF | 100,000 | 100,000 | 60,728 | 60,728 | 927,486 CHF | 928,093 CHF | 100.00% | 100.00% |
11/12/2020 | 0.07% | 15.03 CHF | 15.04 CHF | 100,000 | 100,000 | 60,728 | 60,728 | 908,432 CHF | 909,039 CHF | 99.99% | 99.99% |
10/12/2020 | 0.07% | 15.18 CHF | 15.19 CHF | 100,000 | 100,000 | 60,717 | 60,717 | 920,015 CHF | 920,623 CHF | 99.94% | 99.94% |