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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.12.2024 | 70.39% | 0.02 CHF | 0.04 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 6'210 CHF | 12'950 CHF | 98.54% | 100.00% |
02.12.2024 | 49.16% | 0.02 CHF | 0.04 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 7'928 CHF | 13'084 CHF | 98.54% | 100.00% |
29.11.2024 | 40.83% | 0.02 CHF | 0.04 CHF | 350'000 | 350'000 | 347'737 | 347'737 | 9'947 CHF | 14'855 CHF | 99.25% | 100.00% |
28.11.2024 | 39.99% | 0.03 CHF | 0.04 CHF | 180'000 | 180'000 | 309'829 | 309'829 | 9'312 CHF | 13'669 CHF | 100.00% | 100.00% |
27.11.2024 | 43.59% | 0.03 CHF | 0.04 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 8'889 CHF | 13'826 CHF | 98.54% | 100.00% |
26.11.2024 | 39.80% | 0.03 CHF | 0.04 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 9'868 CHF | 14'768 CHF | 98.54% | 100.00% |
25.11.2024 | 36.58% | 0.03 CHF | 0.04 CHF | 350'000 | 350'000 | 347'583 | 347'583 | 11'450 CHF | 16'331 CHF | 99.30% | 100.00% |
22.11.2024 | 28.15% | 0.04 CHF | 0.05 CHF | 350'000 | 350'000 | 345'399 | 345'399 | 15'877 CHF | 20'741 CHF | 100.00% | 100.00% |
20.11.2024 | 22.96% | 0.07 CHF | 0.08 CHF | 350'000 | 350'000 | 345'410 | 345'410 | 20'030 CHF | 24'894 CHF | 100.00% | 100.00% |
19.11.2024 | 22.46% | 0.06 CHF | 0.07 CHF | 350'000 | 350'000 | 345'390 | 345'390 | 20'389 CHF | 25'253 CHF | 100.00% | 100.00% |