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 | 12.43% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 75'745 CHF | 42'873 CHF | 96.19% | 96.19% |
18.12.2024 | 11.76% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'000 CHF | 45'000 CHF | 95.70% | 95.70% |
17.12.2024 | 11.75% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'125 CHF | 45'062 CHF | 96.28% | 96.28% |
16.12.2024 | 11.70% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'751 CHF | 45'375 CHF | 98.42% | 98.42% |
13.12.2024 | 8.77% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 109'191 CHF | 59'595 CHF | 97.98% | 97.98% |
12.12.2024 | 11.72% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'378 CHF | 45'189 CHF | 98.23% | 98.23% |
11.12.2024 | 11.30% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 83'864 CHF | 46'932 CHF | 95.99% | 95.99% |
10.12.2024 | 10.78% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 87'974 CHF | 48'987 CHF | 97.80% | 97.80% |
09.12.2024 | 11.76% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 80'228 CHF | 45'114 CHF | 98.25% | 98.25% |
06.12.2024 | 15.39% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'108 CHF | 35'054 CHF | 98.20% | 98.20% |