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 | 133.96% | 0.00 CHF | 0.02 CHF | 780'000 | 780'000 | 199'939 | 199'939 | 800 CHF | 4'024 CHF | 100.00% | 100.00% |
02.12.2024 | 133.93% | 0.00 CHF | 0.02 CHF | 790'000 | 790'000 | 346'971 | 346'971 | 1'388 CHF | 6'963 CHF | 99.90% | 99.90% |
29.11.2024 | 133.97% | 0.00 CHF | 0.02 CHF | 780'000 | 780'000 | 348'634 | 348'634 | 1'395 CHF | 6'997 CHF | 100.00% | 100.00% |
28.11.2024 | 133.33% | 0.00 CHF | 0.02 CHF | 320'000 | 320'000 | 256'701 | 256'701 | 1'027 CHF | 5'134 CHF | 97.04% | 100.00% |
27.11.2024 | 158.10% | 0.00 CHF | 0.04 CHF | 390'000 | 390'000 | 183'622 | 183'622 | 743 CHF | 6'401 CHF | 99.90% | 99.90% |
26.11.2024 | 134.68% | 0.00 CHF | 0.02 CHF | 790'000 | 790'000 | 350'347 | 350'347 | 1'364 CHF | 7'033 CHF | 100.00% | 100.00% |
25.11.2024 | 133.96% | 0.00 CHF | 0.02 CHF | 800'000 | 800'000 | 352'034 | 352'034 | 1'408 CHF | 7'066 CHF | 100.00% | 100.00% |
22.11.2024 | 164.01% | 0.00 CHF | 0.02 CHF | 800'000 | 800'000 | 352'461 | 352'461 | 705 CHF | 7'077 CHF | 100.00% | 100.00% |
20.11.2024 | 108.86% | 0.01 CHF | 0.02 CHF | 770'000 | 770'000 | 344'303 | 344'303 | 2'041 CHF | 6'906 CHF | 99.90% | 99.90% |
19.11.2024 | 108.64% | 0.01 CHF | 0.02 CHF | 780'000 | 780'000 | 344'645 | 344'645 | 2'065 CHF | 6'915 CHF | 100.00% | 100.00% |