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 | 45.43% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 17'039 CHF | 13'519 CHF | 99.44% | 99.44% |
18.12.2024 | 64.97% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'420 CHF | 10'210 CHF | 99.55% | 99.55% |
17.12.2024 | 46.59% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'815 CHF | 13'408 CHF | 99.27% | 99.27% |
16.12.2024 | 60.95% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'453 CHF | 10'726 CHF | 99.54% | 99.54% |
13.12.2024 | 64.64% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'599 CHF | 10'299 CHF | 98.80% | 98.80% |
12.12.2024 | 55.66% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'235 CHF | 11'618 CHF | 99.26% | 99.26% |
11.12.2024 | 46.80% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'588 CHF | 13'294 CHF | 99.56% | 99.56% |
10.12.2024 | 42.70% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'709 CHF | 14'355 CHF | 99.55% | 99.55% |
09.12.2024 | 40.93% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 19'678 CHF | 14'839 CHF | 99.49% | 99.49% |
06.12.2024 | 47.58% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 16'052 CHF | 13'026 CHF | 92.33% | 92.33% |