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 | 200'000 | 200'000 | 50'761 | 50'761 | 102 CHF | 1'022 CHF | 100.00% | 100.00% |
02.12.2024 | 112.30% | 0.00 CHF | 0.02 CHF | 200'000 | 200'000 | 88'205 | 88'205 | 469 CHF | 1'769 CHF | 99.90% | 99.90% |
29.11.2024 | 105.82% | 0.01 CHF | 0.02 CHF | 200'000 | 200'000 | 88'117 | 88'117 | 577 CHF | 1'768 CHF | 100.00% | 100.00% |
28.11.2024 | 107.69% | 0.01 CHF | 0.02 CHF | 80'000 | 80'000 | 64'175 | 64'175 | 385 CHF | 1'284 CHF | 97.04% | 100.00% |
27.11.2024 | 150.74% | 0.01 CHF | 0.03 CHF | 100'000 | 100'000 | 46'651 | 46'651 | 262 CHF | 1'553 CHF | 99.90% | 99.90% |
26.11.2024 | 103.85% | 0.01 CHF | 0.02 CHF | 200'000 | 200'000 | 88'118 | 88'118 | 615 CHF | 1'768 CHF | 100.00% | 100.00% |
25.11.2024 | 75.23% | 0.01 CHF | 0.02 CHF | 200'000 | 200'000 | 88'130 | 88'130 | 736 CHF | 1'767 CHF | 100.00% | 100.00% |
22.11.2024 | 73.25% | 0.01 CHF | 0.02 CHF | 200'000 | 200'000 | 88'115 | 88'115 | 864 CHF | 1'797 CHF | 100.00% | 100.00% |
20.11.2024 | 130.86% | 0.01 CHF | 0.02 CHF | 200'000 | 200'000 | 88'194 | 88'194 | 401 CHF | 1'770 CHF | 99.90% | 99.90% |
19.11.2024 | 132.80% | 0.00 CHF | 0.02 CHF | 200'000 | 200'000 | 88'121 | 88'121 | 371 CHF | 1'769 CHF | 100.00% | 100.00% |