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 | 70.70% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,042 | 250,000 | 9,326 CHF | 4,849 CHF | 98.15% | 98.15% |
18/12/2024 | 41.11% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,442 | 250,000 | 19,630 CHF | 7,435 CHF | 96.33% | 96.33% |
17/12/2024 | 29.99% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 999,198 | 254,575 | 29,220 CHF | 10,091 CHF | 99.36% | 99.36% |
16/12/2024 | 22.82% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 260,176 | 39,256 CHF | 12,822 CHF | 99.39% | 99.39% |
13/12/2024 | 17.44% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 945,850 | 463,458 | 49,592 CHF | 29,026 CHF | 99.38% | 99.38% |
12/12/2024 | 13.16% | 0.06 CHF | 0.07 CHF | 775,000 | 400,000 | 698,247 | 350,338 | 49,822 CHF | 28,751 CHF | 95.21% | 95.21% |
11/12/2024 | 24.81% | 0.08 CHF | 0.09 CHF | 775,000 | 400,000 | 913,531 | 346,078 | 38,835 CHF | 20,095 CHF | 99.39% | 99.39% |
10/12/2024 | 13.16% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 714,473 | 369,737 | 50,736 CHF | 29,954 CHF | 99.36% | 99.36% |
09/12/2024 | 11.79% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 638,543 | 334,037 | 50,988 CHF | 30,058 CHF | 99.39% | 99.39% |
06/12/2024 | 13.71% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 747,830 | 386,415 | 50,820 CHF | 30,125 CHF | 99.38% | 99.38% |