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 | 9.35% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 102,153 CHF | 56,076 CHF | 98.63% | 98.63% |
18/12/2024 | 10.41% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 91,119 CHF | 50,560 CHF | 98.90% | 98.90% |
17/12/2024 | 11.37% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 83,210 CHF | 46,605 CHF | 98.13% | 98.13% |
16/12/2024 | 11.53% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 82,030 CHF | 46,015 CHF | 99.16% | 99.16% |
13/12/2024 | 9.95% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 95,827 CHF | 52,914 CHF | 98.56% | 98.56% |
12/12/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,000 CHF | 40,000 CHF | 99.21% | 99.21% |
11/12/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,000 CHF | 40,000 CHF | 98.80% | 98.80% |
10/12/2024 | 14.47% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 64,481 CHF | 37,240 CHF | 98.95% | 98.95% |
09/12/2024 | 15.74% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 58,712 CHF | 34,356 CHF | 98.89% | 98.89% |
06/12/2024 | 18.17% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,038 CHF | 30,019 CHF | 98.93% | 98.93% |