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 |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | - | - |
20.12.2024 | 146.12% | 0.00 CHF | 0.01 CHF | 1'000'000 | 250'000 | 999'969 | 250'000 | 2'101 CHF | 2'856 CHF | 100.00% | 100.00% |
19.12.2024 | 127.92% | 0.00 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 3'364 CHF | 3'261 CHF | 100.00% | 100.00% |
18.12.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 997'055 | 250'000 | 4'985 CHF | 3'750 CHF | 98.74% | 98.74% |
17.12.2024 | 91.84% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 6'224 CHF | 4'056 CHF | 100.00% | 100.00% |
16.12.2024 | 67.61% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 9'858 CHF | 4'965 CHF | 100.00% | 100.00% |
13.12.2024 | 65.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'299 CHF | 5'075 CHF | 100.00% | 100.00% |
12.12.2024 | 56.83% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 994'153 | 250'000 | 12'892 CHF | 5'738 CHF | 98.17% | 98.17% |
11.12.2024 | 50.14% | 0.01 CHF | 0.02 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 14'989 CHF | 6'247 CHF | 99.72% | 99.72% |
10.12.2024 | 45.17% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 966'963 | 250'000 | 16'784 CHF | 6'854 CHF | 100.00% | 100.00% |