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 | 69.02% | 0.01 CHF | 0.02 CHF | 250'000 | 63'000 | 433'450 | 111'347 | 4'377 CHF | 2'238 CHF | 95.76% | 95.76% |
18.12.2024 | 11.35% | 0.05 CHF | 0.06 CHF | 700'000 | 400'000 | 553'580 | 387'652 | 46'826 CHF | 38'737 CHF | 96.83% | 96.83% |
17.12.2024 | 6.78% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 366'128 | 366'122 | 52'258 CHF | 55'918 CHF | 100.00% | 100.00% |
16.12.2024 | 7.42% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 402'456 | 402'457 | 52'292 CHF | 56'316 CHF | 100.00% | 100.00% |
13.12.2024 | 6.93% | 0.12 CHF | 0.13 CHF | 375'000 | 375'000 | 372'823 | 372'829 | 51'992 CHF | 55'721 CHF | 100.00% | 100.00% |
12.12.2024 | 6.57% | 0.17 CHF | 0.18 CHF | 275'000 | 275'000 | 355'901 | 355'895 | 52'484 CHF | 56'042 CHF | 94.55% | 94.55% |
11.12.2024 | 8.37% | 0.17 CHF | 0.18 CHF | 350'000 | 350'000 | 451'707 | 438'270 | 51'858 CHF | 54'946 CHF | 100.00% | 100.00% |
10.12.2024 | 15.56% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 818'597 | 384'730 | 49'220 CHF | 27'514 CHF | 98.55% | 98.55% |
09.12.2024 | 19.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 979'765 | 349'391 | 46'350 CHF | 20'497 CHF | 100.00% | 100.00% |
06.12.2024 | 17.44% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 946'657 | 440'976 | 49'729 CHF | 27'845 CHF | 100.00% | 100.00% |