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 | 164.01% | 0.00 CHF | 0.02 CHF | 390'000 | 390'000 | 100'546 | 100'546 | 201 CHF | 2'025 CHF | 100.00% | 100.00% |
02.12.2024 | 163.99% | 0.00 CHF | 0.02 CHF | 400'000 | 400'000 | 175'101 | 175'101 | 350 CHF | 3'515 CHF | 99.90% | 99.90% |
29.11.2024 | 164.01% | 0.00 CHF | 0.02 CHF | 390'000 | 390'000 | 174'528 | 174'528 | 349 CHF | 3'505 CHF | 100.00% | 100.00% |
28.11.2024 | 163.64% | 0.00 CHF | 0.02 CHF | 160'000 | 160'000 | 128'359 | 128'359 | 257 CHF | 2'567 CHF | 97.04% | 100.00% |
27.11.2024 | 177.58% | 0.00 CHF | 0.04 CHF | 195'000 | 195'000 | 92'227 | 92'227 | 212 CHF | 3'364 CHF | 99.90% | 99.90% |
26.11.2024 | 158.84% | 0.00 CHF | 0.02 CHF | 400'000 | 400'000 | 176'238 | 176'238 | 489 CHF | 3'539 CHF | 100.00% | 100.00% |
25.11.2024 | 135.80% | 0.00 CHF | 0.02 CHF | 400'000 | 400'000 | 176'261 | 176'261 | 657 CHF | 3'538 CHF | 100.00% | 100.00% |
22.11.2024 | 133.97% | 0.00 CHF | 0.02 CHF | 400'000 | 400'000 | 176'249 | 176'249 | 705 CHF | 3'537 CHF | 100.00% | 100.00% |
20.11.2024 | 161.74% | 0.00 CHF | 0.02 CHF | 390'000 | 390'000 | 174'253 | 174'253 | 406 CHF | 3'498 CHF | 99.90% | 99.90% |
19.11.2024 | 164.01% | 0.00 CHF | 0.02 CHF | 390'000 | 390'000 | 174'112 | 174'112 | 348 CHF | 3'497 CHF | 100.00% | 100.00% |