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 | 158.73% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'333 CHF | 5'667 CHF | 96.21% | 96.21% |
18.12.2024 | 150.67% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'678 CHF | 5'839 CHF | 95.97% | 95.97% |
17.12.2024 | 121.75% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'319 CHF | 6'660 CHF | 96.33% | 96.33% |
16.12.2024 | 110.16% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'090 CHF | 7'045 CHF | 98.86% | 98.86% |
13.12.2024 | 97.37% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'296 CHF | 7'648 CHF | 98.03% | 98.03% |
12.12.2024 | 130.45% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 2'707 CHF | 6'354 CHF | 98.47% | 98.47% |
11.12.2024 | 122.10% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'235 CHF | 6'618 CHF | 95.68% | 95.68% |
10.12.2024 | 118.28% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 3'484 CHF | 6'742 CHF | 96.82% | 96.82% |
09.12.2024 | 147.37% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'848 CHF | 5'924 CHF | 98.25% | 98.25% |
06.12.2024 | 160.21% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'271 CHF | 5'636 CHF | 98.80% | 98.80% |