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 | 27.80% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 969,850 | 250,000 | 29,984 CHF | 10,278 CHF | 98.97% | 98.97% |
18/12/2024 | 24.99% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 980,021 | 250,000 | 34,326 CHF | 11,256 CHF | 96.14% | 96.14% |
17/12/2024 | 20.26% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 998,230 | 273,693 | 44,386 CHF | 14,998 CHF | 98.86% | 98.86% |
16/12/2024 | 12.23% | 0.05 CHF | 0.06 CHF | 925,000 | 475,000 | 654,474 | 340,620 | 50,223 CHF | 29,582 CHF | 99.49% | 99.49% |
13/12/2024 | 9.39% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 490,754 | 488,320 | 49,822 CHF | 54,473 CHF | 99.21% | 99.21% |
12/12/2024 | 7.60% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 402,762 | 402,762 | 51,030 CHF | 55,058 CHF | 98.43% | 98.43% |
11/12/2024 | 7.48% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 402,877 | 402,876 | 51,851 CHF | 55,880 CHF | 98.11% | 98.11% |
10/12/2024 | 6.63% | 0.14 CHF | 0.15 CHF | 400,000 | 400,000 | 358,651 | 358,650 | 52,311 CHF | 55,898 CHF | 99.47% | 99.47% |
09/12/2024 | 5.44% | 0.16 CHF | 0.17 CHF | 300,000 | 300,000 | 297,280 | 297,280 | 53,213 CHF | 56,186 CHF | 99.45% | 99.45% |
06/12/2024 | 6.14% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 329,357 | 329,356 | 51,990 CHF | 55,283 CHF | 99.48% | 99.48% |