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 | 22.22% | 0.04 CHF | 0.05 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 36'000 CHF | 15'000 CHF | 98.39% | 98.39% |
18.12.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 27'000 CHF | 12'000 CHF | 99.17% | 99.17% |
17.12.2024 | 28.38% | 0.03 CHF | 0.04 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 27'265 CHF | 12'088 CHF | 99.17% | 99.17% |
16.12.2024 | 28.36% | 0.03 CHF | 0.04 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 27'293 CHF | 12'098 CHF | 99.17% | 99.17% |
13.12.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 27'000 CHF | 12'000 CHF | 98.91% | 98.91% |
12.12.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 27'000 CHF | 12'000 CHF | 98.03% | 98.03% |
11.12.2024 | 28.19% | 0.03 CHF | 0.04 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 27'536 CHF | 12'179 CHF | 99.17% | 99.17% |
10.12.2024 | 25.07% | 0.04 CHF | 0.05 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 31'966 CHF | 13'655 CHF | 99.17% | 99.17% |
09.12.2024 | 24.75% | 0.04 CHF | 0.05 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 32'410 CHF | 13'804 CHF | 99.17% | 99.17% |
06.12.2024 | 22.23% | 0.04 CHF | 0.05 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 35'991 CHF | 14'997 CHF | 99.17% | 99.17% |