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 | 25.46% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'892'110 | 2'892'110 | 100'827 CHF | 129'811 CHF | 100.00% | 100.00% |
18.12.2024 | 28.98% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'953'950 | 2'953'950 | 88'619 CHF | 118'229 CHF | 99.46% | 99.46% |
17.12.2024 | 28.97% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'955'100 | 2'955'100 | 88'653 CHF | 118'266 CHF | 100.00% | 100.00% |
16.12.2024 | 28.97% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'955'140 | 2'955'140 | 88'654 CHF | 118'268 CHF | 100.00% | 100.00% |
13.12.2024 | 28.97% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'954'970 | 2'954'970 | 88'649 CHF | 118'261 CHF | 100.00% | 100.00% |
12.12.2024 | 28.97% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'955'020 | 2'955'020 | 88'651 CHF | 118'263 CHF | 100.00% | 100.00% |
11.12.2024 | 27.91% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'954'950 | 2'954'950 | 93'083 CHF | 122'695 CHF | 100.00% | 100.00% |
10.12.2024 | 28.97% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'955'000 | 2'955'000 | 88'650 CHF | 118'262 CHF | 100.00% | 100.00% |
09.12.2024 | 27.53% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'955'060 | 2'955'060 | 94'711 CHF | 124'324 CHF | 100.00% | 100.00% |
06.12.2024 | 27.98% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'954'930 | 2'954'930 | 92'793 CHF | 122'405 CHF | 100.00% | 100.00% |