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 | 10.52% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 402'560 | 90'144 CHF | 40'303 CHF | 96.30% | 96.30% |
18.12.2024 | 7.83% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 123'355 CHF | 53'342 CHF | 97.42% | 97.42% |
17.12.2024 | 8.59% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 111'567 CHF | 48'627 CHF | 98.48% | 98.48% |
16.12.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 100'000 CHF | 44'000 CHF | 97.24% | 97.24% |
13.12.2024 | 8.73% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 109'634 CHF | 47'854 CHF | 98.89% | 98.89% |
12.12.2024 | 9.13% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 998'472 | 398'472 | 105'130 CHF | 45'918 CHF | 96.53% | 96.53% |
11.12.2024 | 10.20% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 93'389 CHF | 41'356 CHF | 97.03% | 97.03% |
10.12.2024 | 9.66% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 98'931 CHF | 43'572 CHF | 97.52% | 97.52% |
09.12.2024 | 10.43% | 0.10 CHF | 0.11 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 90'994 CHF | 40'397 CHF | 98.53% | 98.53% |
06.12.2024 | 10.11% | 0.09 CHF | 0.10 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 94'181 CHF | 41'672 CHF | 98.84% | 98.84% |