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 | 144.19% | 0.01 CHF | 0.04 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 2'100 CHF | 12'950 CHF | 98.54% | 100.00% |
02.12.2024 | 116.18% | 0.01 CHF | 0.04 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 3'436 CHF | 12'950 CHF | 98.54% | 100.00% |
29.11.2024 | 95.11% | 0.01 CHF | 0.04 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 4'621 CHF | 12'950 CHF | 98.54% | 100.00% |
28.11.2024 | 90.20% | 0.01 CHF | 0.04 CHF | 180'000 | 180'000 | 314'060 | 314'060 | 4'397 CHF | 11'620 CHF | 98.54% | 100.00% |
27.11.2024 | 105.96% | 0.01 CHF | 0.04 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 3'987 CHF | 12'950 CHF | 98.54% | 100.00% |
26.11.2024 | 97.70% | 0.01 CHF | 0.04 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 4'457 CHF | 12'950 CHF | 98.54% | 100.00% |
25.11.2024 | 79.25% | 0.01 CHF | 0.04 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 5'665 CHF | 12'950 CHF | 98.54% | 100.00% |
22.11.2024 | 47.34% | 0.02 CHF | 0.04 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 8'446 CHF | 13'632 CHF | 98.54% | 100.00% |
20.11.2024 | 38.20% | 0.04 CHF | 0.06 CHF | 350'000 | 350'000 | 345'407 | 345'407 | 11'115 CHF | 15'979 CHF | 100.00% | 100.00% |
19.11.2024 | 37.40% | 0.03 CHF | 0.05 CHF | 350'000 | 350'000 | 345'392 | 345'392 | 11'292 CHF | 16'156 CHF | 100.00% | 100.00% |