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 | 50'758 | 50'758 | 102 CHF | 1'022 CHF | 100.00% | 100.00% |
02.12.2024 | 140.01% | 0.00 CHF | 0.02 CHF | 200'000 | 200'000 | 88'203 | 88'203 | 274 CHF | 1'770 CHF | 99.90% | 99.90% |
29.11.2024 | 155.91% | 0.00 CHF | 0.02 CHF | 200'000 | 200'000 | 88'117 | 88'117 | 288 CHF | 1'769 CHF | 100.00% | 100.00% |
28.11.2024 | 163.64% | 0.00 CHF | 0.02 CHF | 80'000 | 80'000 | 64'175 | 64'175 | 128 CHF | 1'284 CHF | 97.04% | 100.00% |
27.11.2024 | 175.45% | 0.00 CHF | 0.04 CHF | 100'000 | 100'000 | 46'649 | 46'649 | 128 CHF | 1'681 CHF | 99.90% | 99.90% |
26.11.2024 | 134.21% | 0.00 CHF | 0.02 CHF | 200'000 | 200'000 | 88'119 | 88'119 | 349 CHF | 1'769 CHF | 100.00% | 100.00% |
25.11.2024 | 138.79% | 0.00 CHF | 0.02 CHF | 200'000 | 200'000 | 88'128 | 88'128 | 289 CHF | 1'769 CHF | 100.00% | 100.00% |
22.11.2024 | 130.60% | 0.01 CHF | 0.02 CHF | 200'000 | 200'000 | 88'115 | 88'115 | 405 CHF | 1'768 CHF | 100.00% | 100.00% |
20.11.2024 | 160.89% | 0.00 CHF | 0.02 CHF | 200'000 | 200'000 | 88'196 | 88'196 | 217 CHF | 1'771 CHF | 99.90% | 99.90% |
19.11.2024 | 164.01% | 0.00 CHF | 0.02 CHF | 200'000 | 200'000 | 88'121 | 88'121 | 176 CHF | 1'770 CHF | 100.00% | 100.00% |