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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.12.2024 | 14.57% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 31'987 CHF | 7'397 CHF | 97.91% | 97.91% |
20.12.2024 | 16.13% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 99'080 | 28'665 CHF | 6'675 CHF | 96.35% | 96.35% |
19.12.2024 | 16.14% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 476'429 | 82'957 | 27'236 CHF | 5'568 CHF | 87.33% | 87.33% |
18.12.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 30'000 CHF | 7'000 CHF | 97.98% | 97.98% |
17.12.2024 | 15.37% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 30'034 CHF | 7'007 CHF | 99.36% | 99.36% |
16.12.2024 | 14.69% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 31'686 CHF | 7'337 CHF | 100.00% | 100.00% |
13.12.2024 | 13.00% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 36'065 CHF | 8'213 CHF | 99.64% | 99.64% |
12.12.2024 | 11.83% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 97'951 | 39'916 CHF | 8'800 CHF | 95.13% | 95.13% |
11.12.2024 | 12.68% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 37'067 CHF | 8'413 CHF | 99.47% | 99.47% |
10.12.2024 | 12.43% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 37'875 CHF | 8'575 CHF | 99.89% | 99.89% |