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 | 22.18% | 0.04 CHF | 0.05 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 40'113 CHF | 20'045 CHF | 99.30% | 99.30% |
18.12.2024 | 28.76% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'826 | 29'837 CHF | 19'911 CHF | 99.57% | 99.57% |
17.12.2024 | 23.49% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 420'050 | 38'012 CHF | 20'007 CHF | 99.30% | 99.30% |
16.12.2024 | 28.83% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 29'772 CHF | 19'886 CHF | 99.53% | 99.53% |
13.12.2024 | 31.16% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 27'785 CHF | 18'892 CHF | 98.74% | 98.74% |
12.12.2024 | 25.27% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 457'228 | 35'351 CHF | 20'537 CHF | 99.22% | 99.22% |
11.12.2024 | 23.53% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 421'288 | 37'939 CHF | 20'034 CHF | 99.56% | 99.56% |
10.12.2024 | 21.12% | 0.05 CHF | 0.06 CHF | 1'000'000 | 400'000 | 991'654 | 391'654 | 42'466 CHF | 20'604 CHF | 99.34% | 99.34% |
09.12.2024 | 20.43% | 0.04 CHF | 0.05 CHF | 1'000'000 | 400'000 | 990'096 | 390'096 | 44'141 CHF | 21'203 CHF | 99.48% | 99.48% |
06.12.2024 | 22.55% | 0.04 CHF | 0.05 CHF | 1'000'000 | 400'000 | 1'000'000 | 412'026 | 39'484 CHF | 20'343 CHF | 92.26% | 92.26% |