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 | 22.37% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'774 CHF | 24'887 CHF | 96.20% | 96.20% |
18.12.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'003 CHF | 25'002 CHF | 95.82% | 95.82% |
17.12.2024 | 22.08% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'348 CHF | 25'174 CHF | 96.23% | 96.23% |
16.12.2024 | 21.43% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'973 CHF | 25'986 CHF | 99.13% | 99.13% |
13.12.2024 | 14.46% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 64'569 CHF | 37'285 CHF | 98.11% | 98.11% |
12.12.2024 | 22.09% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 40'339 CHF | 25'169 CHF | 98.23% | 98.23% |
11.12.2024 | 20.68% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 43'815 CHF | 26'908 CHF | 95.51% | 95.51% |
10.12.2024 | 18.71% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 48'698 CHF | 29'349 CHF | 97.81% | 97.81% |
09.12.2024 | 21.73% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'216 CHF | 25'608 CHF | 98.47% | 98.47% |
06.12.2024 | 30.31% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 28'478 CHF | 19'239 CHF | 98.77% | 98.77% |