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 | 75.00% | 0.01 CHF | 0.02 CHF | 50'000 | 50'000 | 317'639 | 71'110 | 3'176 CHF | 1'564 CHF | 82.16% | 92.27% |
18.12.2024 | 75.00% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 CHF | 2'200 CHF | 67.73% | 96.35% |
17.12.2024 | 75.00% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 CHF | 2'200 CHF | 92.73% | 92.73% |
16.12.2024 | 75.00% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 CHF | 2'200 CHF | 99.35% | 99.35% |
13.12.2024 | 78.79% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 CHF | 2'300 CHF | 92.80% | 92.80% |
12.12.2024 | 57.42% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 482'368 | 95'514 | 7'531 CHF | 2'583 CHF | 88.31% | 88.31% |
11.12.2024 | 68.44% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 6'333 CHF | 2'487 CHF | 97.93% | 97.93% |
10.12.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 10'000 CHF | 3'000 CHF | 100.00% | 100.00% |
09.12.2024 | 35.33% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 12'043 CHF | 3'409 CHF | 96.62% | 96.62% |
06.12.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 10'000 CHF | 3'000 CHF | 92.58% | 92.58% |