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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.12.2024 | 64.57% | 0.02 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'000 CHF | 2'941 CHF | 100.00% | 100.00% |
20.12.2024 | 51.85% | 0.02 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 72'708 | 9'344 CHF | 2'289 CHF | 98.88% | 98.88% |
19.12.2024 | 105.13% | 0.02 CHF | 0.04 CHF | 500'000 | 50'000 | 440'248 | 50'588 | 5'565 CHF | 1'964 CHF | 93.90% | 93.90% |
18.12.2024 | 33.88% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 14'879 CHF | 3'153 CHF | 98.15% | 98.15% |
17.12.2024 | 30.85% | 0.03 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 18'296 CHF | 3'721 CHF | 97.32% | 97.32% |
16.12.2024 | 35.45% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 20'067 CHF | 4'320 CHF | 96.35% | 96.35% |
13.12.2024 | 27.55% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 25'000 CHF | 4'964 CHF | 99.37% | 99.37% |
12.12.2024 | 25.69% | 0.04 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 71'969 | 24'734 CHF | 4'590 CHF | 97.38% | 97.38% |
11.12.2024 | 31.88% | 0.05 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 25'048 CHF | 5'186 CHF | 99.05% | 99.05% |
10.12.2024 | 31.88% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 25'000 CHF | 5'178 CHF | 100.00% | 100.00% |