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 | 100.00% | 0.01 CHF | 0.02 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'250 CHF | 3'750 CHF | 98.13% | 98.13% |
18.12.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 250'000 | 250'000 | 887'320 | 250'000 | 4'437 CHF | 3'750 CHF | 96.22% | 96.22% |
17.12.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'964 | 250'000 | 4'965 CHF | 3'750 CHF | 99.35% | 99.35% |
16.12.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'533 | 250'000 | 4'963 CHF | 3'750 CHF | 99.37% | 99.37% |
13.12.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 5'000 CHF | 3'750 CHF | 99.35% | 99.35% |
12.12.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'868 | 250'000 | 4'974 CHF | 3'750 CHF | 95.22% | 95.22% |
11.12.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 992'440 | 250'000 | 4'962 CHF | 3'750 CHF | 99.38% | 99.38% |
10.12.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 959'110 | 250'000 | 4'796 CHF | 3'750 CHF | 99.36% | 99.36% |
09.12.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 995'058 | 250'000 | 4'975 CHF | 3'750 CHF | 99.39% | 99.39% |
06.12.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 993'329 | 250'000 | 4'967 CHF | 3'750 CHF | 99.38% | 99.38% |