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 | 50.12% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'981'750 | 2'981'750 | 44'726 CHF | 74'602 CHF | 100.00% | 100.00% |
18.12.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'680 | 2'987'680 | 44'815 CHF | 74'692 CHF | 100.00% | 100.00% |
17.12.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'650 | 2'987'650 | 44'815 CHF | 74'691 CHF | 100.00% | 100.00% |
16.12.2024 | 51.50% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 43'468 CHF | 73'344 CHF | 100.00% | 100.00% |
13.12.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'987'650 | 2'987'650 | 29'877 CHF | 59'753 CHF | 100.00% | 100.00% |
12.12.2024 | 54.08% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'987'660 | 2'987'660 | 41'144 CHF | 71'020 CHF | 100.00% | 100.00% |
11.12.2024 | 59.27% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 36'538 CHF | 66'414 CHF | 100.00% | 100.00% |
10.12.2024 | 64.72% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 31'629 CHF | 61'505 CHF | 100.00% | 100.00% |
09.12.2024 | 51.41% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 43'541 CHF | 73'417 CHF | 100.00% | 100.00% |
06.12.2024 | 49.10% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'987'630 | 2'987'630 | 46'159 CHF | 76'036 CHF | 100.00% | 100.00% |