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 | 35.42% | 0.02 CHF | 0.03 CHF | 780'000 | 780'000 | 199'935 | 199'935 | 4'788 CHF | 6'803 CHF | 100.00% | 100.00% |
02.12.2024 | 33.39% | 0.02 CHF | 0.03 CHF | 790'000 | 790'000 | 346'971 | 346'971 | 8'531 CHF | 12'015 CHF | 99.90% | 99.90% |
29.11.2024 | 33.26% | 0.02 CHF | 0.03 CHF | 780'000 | 780'000 | 348'635 | 348'635 | 8'602 CHF | 12'104 CHF | 100.00% | 100.00% |
28.11.2024 | 32.70% | 0.03 CHF | 0.04 CHF | 320'000 | 320'000 | 256'716 | 256'716 | 6'591 CHF | 9'158 CHF | 97.04% | 100.00% |
27.11.2024 | 53.70% | 0.03 CHF | 0.05 CHF | 390'000 | 390'000 | 183'642 | 183'642 | 4'983 CHF | 8'530 CHF | 99.90% | 99.90% |
26.11.2024 | 35.87% | 0.02 CHF | 0.03 CHF | 790'000 | 790'000 | 350'351 | 350'351 | 7'672 CHF | 11'192 CHF | 100.00% | 100.00% |
25.11.2024 | 47.16% | 0.02 CHF | 0.03 CHF | 800'000 | 800'000 | 352'048 | 352'048 | 5'987 CHF | 9'523 CHF | 100.00% | 100.00% |
22.11.2024 | 56.00% | 0.01 CHF | 0.02 CHF | 800'000 | 800'000 | 352'497 | 352'497 | 4'679 CHF | 8'220 CHF | 100.00% | 100.00% |
20.11.2024 | 26.77% | 0.03 CHF | 0.04 CHF | 770'000 | 770'000 | 344'306 | 344'306 | 11'473 CHF | 14'931 CHF | 99.90% | 99.90% |
19.11.2024 | 25.64% | 0.03 CHF | 0.04 CHF | 780'000 | 780'000 | 344'639 | 344'639 | 12'122 CHF | 15'584 CHF | 100.00% | 100.00% |