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 | 40.13% | 0.04 CHF | 0.06 CHF | 500'000 | 25'000 | 498'215 | 34'698 | 18'989 CHF | 1'948 CHF | 96.87% | 96.87% |
18.12.2024 | 17.63% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 32'685 CHF | 3'884 CHF | 99.53% | 99.53% |
17.12.2024 | 15.89% | 0.08 CHF | 0.10 CHF | 500'000 | 50'000 | 499'843 | 50'000 | 38'311 CHF | 4'484 CHF | 78.06% | 78.06% |
16.12.2024 | 14.69% | 0.08 CHF | 0.09 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 38'196 CHF | 4'423 CHF | 99.81% | 99.81% |
13.12.2024 | 19.46% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 30'551 CHF | 3'718 CHF | 0.82% | 0.82% |
12.12.2024 | 14.90% | 0.09 CHF | 0.10 CHF | 500'000 | 50'000 | 500'000 | 49'465 | 37'236 CHF | 4'270 CHF | 94.70% | 94.70% |
11.12.2024 | 15.80% | 0.07 CHF | 0.08 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 31'306 CHF | 3'666 CHF | 99.33% | 99.33% |
10.12.2024 | 21.57% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 24'252 CHF | 3'005 CHF | 100.00% | 100.00% |
09.12.2024 | 26.05% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 20'225 CHF | 2'631 CHF | 100.00% | 100.00% |
06.12.2024 | 23.57% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 20'707 CHF | 2'625 CHF | 99.51% | 99.51% |