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 | 56.64% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 999'761 | 250'000 | 13'006 CHF | 5'752 CHF | 98.83% | 98.83% |
18.12.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 979'821 | 250'000 | 9'798 CHF | 5'000 CHF | 96.26% | 96.26% |
17.12.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.44% | 99.44% |
16.12.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 996'661 | 250'000 | 9'967 CHF | 5'000 CHF | 98.35% | 98.35% |
13.12.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 988'378 | 250'000 | 9'884 CHF | 5'000 CHF | 99.28% | 99.28% |
12.12.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 984'577 | 250'000 | 9'846 CHF | 5'000 CHF | 98.01% | 98.01% |
11.12.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.12% | 99.12% |
10.12.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 987'821 | 250'000 | 9'878 CHF | 5'000 CHF | 98.53% | 98.53% |
09.12.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 5'000 CHF | 99.47% | 99.47% |
06.12.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'723 | 250'000 | 9'947 CHF | 5'000 CHF | 98.48% | 98.48% |