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 | 118.37% | 0.01 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'950 CHF | 1.02% | 20.07% |
18.12.2024 | 17.09% | 0.03 CHF | 0.04 CHF | 333'745 | 50'000 | 216'161 | 50'000 | 14'943 CHF | 4'325 CHF | 99.16% | 99.16% |
17.12.2024 | 9.48% | 0.16 CHF | 0.17 CHF | 148'690 | 50'000 | 176'067 | 50'000 | 22'237 CHF | 7'150 CHF | 83.67% | 83.67% |
16.12.2024 | 10.00% | 0.14 CHF | 0.15 CHF | 173'139 | 50'000 | 188'553 | 50'000 | 21'838 CHF | 6'440 CHF | 100.00% | 100.00% |
13.12.2024 | 9.41% | 0.13 CHF | 0.14 CHF | 182'820 | 50'000 | 192'580 | 50'000 | 23'520 CHF | 6'714 CHF | 55.24% | 55.24% |
12.12.2024 | 9.08% | 0.15 CHF | 0.17 CHF | 174'558 | 50'000 | 187'637 | 50'000 | 25'037 CHF | 7'390 CHF | 91.92% | 91.92% |
11.12.2024 | 11.51% | 0.15 CHF | 0.16 CHF | 169'448 | 50'000 | 214'182 | 50'000 | 21'773 CHF | 5'801 CHF | 98.28% | 98.28% |
10.12.2024 | 23.61% | 0.09 CHF | 0.10 CHF | 243'667 | 50'000 | 365'575 | 50'000 | 16'976 CHF | 3'035 CHF | 100.00% | 100.00% |
09.12.2024 | 61.00% | 0.02 CHF | 0.05 CHF | 461'278 | 50'000 | 444'098 | 50'000 | 12'407 CHF | 2'615 CHF | 100.00% | 100.00% |
06.12.2024 | 50.71% | 0.05 CHF | 0.07 CHF | 315'486 | 50'000 | 415'102 | 50'000 | 13'822 CHF | 2'815 CHF | 99.51% | 99.51% |