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 | 67.22% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'955'020 | 2'955'020 | 29'550 CHF | 59'163 CHF | 100.00% | 100.00% |
18.12.2024 | 67.24% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'953'980 | 2'953'980 | 29'540 CHF | 59'150 CHF | 99.46% | 99.46% |
17.12.2024 | 67.22% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'955'080 | 2'955'080 | 29'551 CHF | 59'164 CHF | 100.00% | 100.00% |
16.12.2024 | 67.22% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'955'130 | 2'955'130 | 29'551 CHF | 59'165 CHF | 100.00% | 100.00% |
13.12.2024 | 67.22% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'954'980 | 2'954'980 | 29'550 CHF | 59'162 CHF | 100.00% | 100.00% |
12.12.2024 | 67.22% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'955'020 | 2'955'020 | 29'550 CHF | 59'163 CHF | 100.00% | 100.00% |
11.12.2024 | 67.22% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'955'010 | 2'955'010 | 29'550 CHF | 59'163 CHF | 100.00% | 100.00% |
10.12.2024 | 67.22% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'955'060 | 2'955'060 | 29'551 CHF | 59'164 CHF | 100.00% | 100.00% |
09.12.2024 | 67.22% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'955'040 | 2'955'040 | 29'550 CHF | 59'163 CHF | 100.00% | 100.00% |
06.12.2024 | 67.22% | 0.01 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 2'954'960 | 2'954'960 | 29'550 CHF | 59'162 CHF | 100.00% | 100.00% |