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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19.12.2024 | 31.92% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 79'437 CHF | 109'437 CHF | 99.85% | 99.85% |
18.12.2024 | 31.63% | 0.03 CHF | 0.04 CHF | 2'981'100 | 2'981'100 | 2'981'100 | 2'981'100 | 79'848 CHF | 109'659 CHF | 99.14% | 99.14% |
17.12.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 90'000 CHF | 120'000 CHF | 100.00% | 100.00% |
16.12.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 2'973'300 | 2'973'300 | 2'973'300 | 2'973'300 | 89'199 CHF | 118'932 CHF | 99.91% | 99.91% |
13.12.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 90'000 CHF | 120'000 CHF | 100.00% | 100.00% |
12.12.2024 | 28.46% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 90'486 CHF | 120'485 CHF | 100.00% | 100.00% |
11.12.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 90'000 CHF | 120'000 CHF | 100.00% | 100.00% |
10.12.2024 | 27.57% | 0.03 CHF | 0.04 CHF | 2'833'100 | 2'833'100 | 2'827'440 | 2'827'440 | 88'754 CHF | 117'029 CHF | 100.00% | 100.00% |
09.12.2024 | 26.54% | 0.04 CHF | 0.05 CHF | 2'760'600 | 2'760'600 | 2'773'360 | 2'773'360 | 91'039 CHF | 118'773 CHF | 100.00% | 100.00% |
06.12.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 2'708'700 | 2'708'700 | 2'708'700 | 2'708'700 | 94'805 CHF | 121'892 CHF | 100.00% | 100.00% |