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 |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | - | - |
20.12.2024 | 8.10% | 0.12 CHF | 0.13 CHF | 150'000 | 50'000 | 149'995 | 50'000 | 17'785 CHF | 6'428 CHF | 100.00% | 100.00% |
19.12.2024 | 7.29% | 0.15 CHF | 0.16 CHF | 150'000 | 75'000 | 149'879 | 75'000 | 19'904 CHF | 10'710 CHF | 97.49% | 97.55% |
18.12.2024 | 4.64% | 0.21 CHF | 0.22 CHF | 150'000 | 75'000 | 150'000 | 75'000 | 31'635 CHF | 16'567 CHF | 99.37% | 99.37% |
17.12.2024 | 4.02% | 0.22 CHF | 0.23 CHF | 150'000 | 75'000 | 150'000 | 75'000 | 36'663 CHF | 19'082 CHF | 99.38% | 99.38% |
16.12.2024 | 3.81% | 0.26 CHF | 0.27 CHF | 150'000 | 75'000 | 150'000 | 75'000 | 38'588 CHF | 20'044 CHF | 99.37% | 99.37% |
13.12.2024 | 3.28% | 0.27 CHF | 0.28 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 449'931 CHF | 46'493 CHF | 99.37% | 99.37% |
12.12.2024 | 3.44% | 0.28 CHF | 0.28 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 428'793 CHF | 44'379 CHF | 98.63% | 98.63% |
11.12.2024 | 3.38% | 0.30 CHF | 0.31 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 436'956 CHF | 45'196 CHF | 99.37% | 99.37% |
10.12.2024 | 3.50% | 0.27 CHF | 0.28 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 420'960 CHF | 43'596 CHF | 99.37% | 99.37% |