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 | 39.36% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,151 | 250,000 | 20,737 CHF | 7,719 CHF | 98.14% | 98.14% |
18/12/2024 | 22.64% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,360 | 250,000 | 39,189 CHF | 12,353 CHF | 96.29% | 96.29% |
17/12/2024 | 20.38% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 988,464 | 276,613 | 43,971 CHF | 15,470 CHF | 99.39% | 99.39% |
16/12/2024 | 17.65% | 0.05 CHF | 0.06 CHF | 925,000 | 475,000 | 948,978 | 440,752 | 49,173 CHF | 27,530 CHF | 99.39% | 99.39% |
13/12/2024 | 15.59% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 853,460 | 432,290 | 50,505 CHF | 29,899 CHF | 99.39% | 99.39% |
12/12/2024 | 13.25% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 704,737 | 361,210 | 49,708 CHF | 29,193 CHF | 95.24% | 95.24% |
11/12/2024 | 22.66% | 0.08 CHF | 0.09 CHF | 775,000 | 400,000 | 897,914 | 352,691 | 40,680 CHF | 21,337 CHF | 99.38% | 99.38% |
10/12/2024 | 14.71% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 799,959 | 408,587 | 50,374 CHF | 29,830 CHF | 99.39% | 99.39% |
09/12/2024 | 13.52% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 735,486 | 379,375 | 50,708 CHF | 29,958 CHF | 99.38% | 99.38% |
06/12/2024 | 15.40% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 854,338 | 429,566 | 51,233 CHF | 30,058 CHF | 99.38% | 99.38% |