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 | 40.02% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 999,523 | 250,000 | 19,980 CHF | 7,498 CHF | 98.66% | 98.66% |
18/12/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 980,103 | 250,000 | 19,602 CHF | 7,500 CHF | 96.38% | 96.38% |
17/12/2024 | 34.45% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 995,519 | 250,000 | 24,049 CHF | 8,541 CHF | 98.41% | 98.41% |
16/12/2024 | 24.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 257,059 | 36,709 CHF | 11,995 CHF | 98.99% | 98.99% |
13/12/2024 | 18.79% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 983,270 | 413,887 | 47,529 CHF | 24,398 CHF | 99.18% | 99.18% |
12/12/2024 | 15.53% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 848,555 | 428,380 | 50,412 CHF | 29,729 CHF | 98.35% | 98.35% |
11/12/2024 | 15.17% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 831,623 | 419,106 | 50,674 CHF | 29,737 CHF | 98.33% | 98.33% |
10/12/2024 | 13.60% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 740,621 | 381,590 | 50,751 CHF | 29,973 CHF | 99.07% | 99.07% |
09/12/2024 | 11.19% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 598,753 | 305,782 | 50,591 CHF | 28,885 CHF | 99.00% | 99.00% |
06/12/2024 | 12.13% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 646,883 | 335,939 | 50,079 CHF | 29,368 CHF | 99.30% | 99.30% |