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 | 14.09% | 0.06 CHF | 0.07 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 33'008 CHF | 38'008 CHF | 100.00% | 100.00% |
18.12.2024 | 12.48% | 0.07 CHF | 0.08 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 37'575 CHF | 42'575 CHF | 100.00% | 100.00% |
17.12.2024 | 11.53% | 0.08 CHF | 0.09 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 40'859 CHF | 45'859 CHF | 100.00% | 100.00% |
16.12.2024 | 11.68% | 0.08 CHF | 0.09 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 40'302 CHF | 45'302 CHF | 100.00% | 100.00% |
13.12.2024 | 10.60% | 0.09 CHF | 0.10 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 40'228 CHF | 44'728 CHF | 100.00% | 100.00% |
12.12.2024 | 10.08% | 0.09 CHF | 0.10 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 42'512 CHF | 47'012 CHF | 100.00% | 100.00% |
11.12.2024 | 10.42% | 0.10 CHF | 0.11 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 40'997 CHF | 45'497 CHF | 100.00% | 100.00% |
10.12.2024 | 9.57% | 0.09 CHF | 0.10 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 39'811 CHF | 43'811 CHF | 100.00% | 100.00% |
09.12.2024 | 9.01% | 0.11 CHF | 0.12 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 42'501 CHF | 46'501 CHF | 100.00% | 100.00% |
06.12.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 45'000 CHF | 49'500 CHF | 100.00% | 100.00% |