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 | 18.51% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 498'204 | 70'509 | 24'910 CHF | 4'241 CHF | 92.27% | 92.27% |
18.12.2024 | 15.52% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 29'847 CHF | 6'969 CHF | 96.35% | 96.35% |
17.12.2024 | 13.35% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 34'960 CHF | 7'992 CHF | 92.73% | 92.73% |
16.12.2024 | 13.28% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 35'160 CHF | 8'032 CHF | 99.35% | 99.35% |
13.12.2024 | 10.69% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 44'375 CHF | 9'875 CHF | 92.80% | 92.80% |
12.12.2024 | 9.82% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 492'320 | 95'514 | 49'145 CHF | 10'459 CHF | 88.31% | 88.31% |
11.12.2024 | 10.24% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 46'419 CHF | 10'284 CHF | 97.93% | 97.93% |
10.12.2024 | 8.43% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 443'836 | 100'000 | 50'433 CHF | 12'409 CHF | 100.00% | 100.00% |
09.12.2024 | 7.56% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 397'062 | 100'000 | 50'555 CHF | 13'765 CHF | 96.62% | 96.62% |
06.12.2024 | 8.55% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 451'535 | 100'000 | 50'537 CHF | 12'212 CHF | 92.58% | 92.58% |