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 | 54.60% | 0.05 CHF | 0.07 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 8'514 CHF | 14'800 CHF | 100.00% | 100.00% |
18.12.2024 | 106.77% | 0.02 CHF | 0.07 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 4'500 CHF | 14'800 CHF | 100.00% | 100.00% |
17.12.2024 | 99.15% | 0.02 CHF | 0.07 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 4'996 CHF | 14'800 CHF | 100.00% | 100.00% |
16.12.2024 | 102.41% | 0.02 CHF | 0.07 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 4'763 CHF | 14'756 CHF | 99.95% | 99.95% |
13.12.2024 | 86.85% | 0.03 CHF | 0.07 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 5'847 CHF | 14'800 CHF | 100.00% | 100.00% |
12.12.2024 | 110.14% | 0.03 CHF | 0.07 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 4'281 CHF | 14'600 CHF | 100.00% | 100.00% |
11.12.2024 | 117.15% | 0.02 CHF | 0.07 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 3'826 CHF | 14'600 CHF | 100.00% | 100.00% |
10.12.2024 | 109.58% | 0.02 CHF | 0.07 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 4'267 CHF | 14'600 CHF | 100.00% | 100.00% |
09.12.2024 | 110.92% | 0.02 CHF | 0.07 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 4'197 CHF | 14'522 CHF | 100.00% | 100.00% |
06.12.2024 | 54.05% | 0.04 CHF | 0.07 CHF | 200'000 | 200'000 | 199'932 | 199'932 | 8'303 CHF | 14'446 CHF | 99.89% | 99.89% |