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 | 52.45% | 0.02 CHF | 0.03 CHF | 780'000 | 780'000 | 199'946 | 199'946 | 3'022 CHF | 5'037 CHF | 100.00% | 100.00% |
02.12.2024 | 50.01% | 0.01 CHF | 0.02 CHF | 790'000 | 790'000 | 346'975 | 346'975 | 5'077 CHF | 8'561 CHF | 99.90% | 99.90% |
29.11.2024 | 49.01% | 0.01 CHF | 0.02 CHF | 780'000 | 780'000 | 348'634 | 348'634 | 5'228 CHF | 8'730 CHF | 100.00% | 100.00% |
28.11.2024 | 47.76% | 0.02 CHF | 0.03 CHF | 320'000 | 320'000 | 256'701 | 256'701 | 4'096 CHF | 6'663 CHF | 97.04% | 100.00% |
27.11.2024 | 78.27% | 0.02 CHF | 0.04 CHF | 390'000 | 390'000 | 183'624 | 183'624 | 2'911 CHF | 6'458 CHF | 99.90% | 99.90% |
26.11.2024 | 53.38% | 0.01 CHF | 0.02 CHF | 790'000 | 790'000 | 350'348 | 350'348 | 4'578 CHF | 8'134 CHF | 100.00% | 100.00% |
25.11.2024 | 73.47% | 0.01 CHF | 0.02 CHF | 800'000 | 800'000 | 352'035 | 352'035 | 3'378 CHF | 7'084 CHF | 100.00% | 100.00% |
22.11.2024 | 99.23% | 0.01 CHF | 0.02 CHF | 800'000 | 800'000 | 352'463 | 352'463 | 2'447 CHF | 7'068 CHF | 100.00% | 100.00% |
20.11.2024 | 40.43% | 0.02 CHF | 0.03 CHF | 770'000 | 770'000 | 344'301 | 344'301 | 6'971 CHF | 10'429 CHF | 99.90% | 99.90% |
19.11.2024 | 39.27% | 0.02 CHF | 0.03 CHF | 780'000 | 780'000 | 344'645 | 344'645 | 7'327 CHF | 10'790 CHF | 100.00% | 100.00% |