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 | 23.84% | 0.04 CHF | 0.05 CHF | 780'000 | 780'000 | 199'927 | 199'927 | 7'532 CHF | 9'547 CHF | 100.00% | 100.00% |
02.12.2024 | 22.17% | 0.04 CHF | 0.05 CHF | 790'000 | 790'000 | 346'904 | 346'904 | 13'745 CHF | 17'229 CHF | 99.90% | 99.90% |
29.11.2024 | 22.17% | 0.04 CHF | 0.05 CHF | 780'000 | 780'000 | 348'631 | 348'631 | 13'896 CHF | 17'398 CHF | 100.00% | 100.00% |
28.11.2024 | 22.20% | 0.04 CHF | 0.05 CHF | 320'000 | 320'000 | 256'716 | 256'716 | 10'298 CHF | 12'865 CHF | 97.04% | 100.00% |
27.11.2024 | 36.38% | 0.04 CHF | 0.06 CHF | 390'000 | 390'000 | 183'643 | 183'643 | 8'156 CHF | 11'704 CHF | 99.90% | 99.90% |
26.11.2024 | 23.25% | 0.03 CHF | 0.04 CHF | 790'000 | 790'000 | 350'350 | 350'350 | 12'921 CHF | 16'441 CHF | 100.00% | 100.00% |
25.11.2024 | 29.03% | 0.03 CHF | 0.04 CHF | 800'000 | 800'000 | 352'061 | 352'061 | 10'826 CHF | 14'362 CHF | 100.00% | 100.00% |
22.11.2024 | 34.15% | 0.02 CHF | 0.03 CHF | 800'000 | 800'000 | 352'495 | 352'495 | 8'773 CHF | 12'313 CHF | 100.00% | 100.00% |
20.11.2024 | 17.81% | 0.05 CHF | 0.06 CHF | 770'000 | 770'000 | 344'352 | 344'352 | 18'145 CHF | 21'603 CHF | 99.90% | 99.90% |
19.11.2024 | 17.11% | 0.05 CHF | 0.06 CHF | 780'000 | 780'000 | 344'640 | 344'640 | 19'053 CHF | 22'515 CHF | 100.00% | 100.00% |