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 | 129.18% | 0.00 CHF | 0.02 CHF | 390'000 | 390'000 | 100'537 | 100'537 | 488 CHF | 2'023 CHF | 100.00% | 100.00% |
02.12.2024 | 119.33% | 0.00 CHF | 0.02 CHF | 400'000 | 400'000 | 175'064 | 175'064 | 829 CHF | 3'512 CHF | 99.90% | 99.90% |
29.11.2024 | 120.66% | 0.00 CHF | 0.02 CHF | 390'000 | 390'000 | 174'529 | 174'529 | 815 CHF | 3'503 CHF | 100.00% | 100.00% |
28.11.2024 | 133.15% | 0.00 CHF | 0.02 CHF | 160'000 | 160'000 | 128'358 | 128'358 | 516 CHF | 2'567 CHF | 97.04% | 100.00% |
27.11.2024 | 153.91% | 0.01 CHF | 0.03 CHF | 195'000 | 195'000 | 92'221 | 92'221 | 455 CHF | 3'133 CHF | 99.90% | 99.90% |
26.11.2024 | 113.88% | 0.00 CHF | 0.02 CHF | 400'000 | 400'000 | 176'237 | 176'237 | 891 CHF | 3'536 CHF | 100.00% | 100.00% |
25.11.2024 | 133.96% | 0.00 CHF | 0.02 CHF | 400'000 | 400'000 | 176'258 | 176'258 | 705 CHF | 3'538 CHF | 100.00% | 100.00% |
22.11.2024 | 147.34% | 0.00 CHF | 0.02 CHF | 400'000 | 400'000 | 176'248 | 176'248 | 567 CHF | 3'537 CHF | 100.00% | 100.00% |
20.11.2024 | 71.04% | 0.01 CHF | 0.02 CHF | 390'000 | 390'000 | 174'283 | 174'283 | 1'606 CHF | 3'494 CHF | 99.90% | 99.90% |
19.11.2024 | 79.56% | 0.01 CHF | 0.02 CHF | 390'000 | 390'000 | 174'112 | 174'112 | 1'539 CHF | 3'492 CHF | 100.00% | 100.00% |