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 | 82.35% | 0.01 CHF | 0.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'000 CHF | 2'400 CHF | 4.57% | 94.76% |
18.12.2024 | 85.71% | 0.01 CHF | 0.03 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'000 CHF | 5'000 CHF | 0.92% | 94.24% |
17.12.2024 | 82.35% | 0.01 CHF | 0.02 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'000 CHF | 4'800 CHF | 16.64% | 96.04% |
16.12.2024 | - | 0.01 CHF | 0.03 CHF | 200'000 | 200'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.87% |
13.12.2024 | 82.35% | 0.01 CHF | 0.02 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'000 CHF | 4'800 CHF | 94.52% | 99.79% |
12.12.2024 | 82.35% | 0.01 CHF | 0.02 CHF | 200'000 | 200'000 | 192'640 | 192'640 | 1'926 CHF | 4'623 CHF | 81.82% | 96.77% |
11.12.2024 | 82.35% | 0.01 CHF | 0.02 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'000 CHF | 4'800 CHF | 65.66% | 99.24% |
10.12.2024 | 90.08% | 0.01 CHF | 0.03 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'000 CHF | 5'306 CHF | 78.49% | 100.00% |
09.12.2024 | 100.00% | 0.01 CHF | 0.03 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'000 CHF | 6'000 CHF | 100.00% | 100.00% |
06.12.2024 | 100.00% | 0.01 CHF | 0.03 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'000 CHF | 6'000 CHF | 86.53% | 86.53% |