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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/12/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 25 000 CHF | 4 500 CHF | 95,00% | 95,00% |
20/12/2024 | 21,91% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 461 112 | 71 372 | 20 577 CHF | 3 920 CHF | 99,24% | 99,24% |
19/12/2024 | 32,87% | 0,04 CHF | 0,06 CHF | 150 000 | 50 000 | 97 007 | 37 333 | 4 270 CHF | 2 285 CHF | 98,44% | 98,44% |
18/12/2024 | 13,26% | 0,07 CHF | 0,08 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 35 253 CHF | 6 038 CHF | 99,47% | 99,47% |
17/12/2024 | 14,83% | 0,07 CHF | 0,08 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 31 590 CHF | 5 488 CHF | 99,39% | 99,39% |
16/12/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 25 006 CHF | 4 501 CHF | 100,00% | 100,00% |
13/12/2024 | 15,67% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 29 493 CHF | 5 174 CHF | 100,00% | 100,00% |
12/12/2024 | 15,77% | 0,06 CHF | 0,07 CHF | 500 000 | 75 000 | 454 113 | 70 890 | 28 056 CHF | 5 140 CHF | 97,51% | 97,51% |
11/12/2024 | 14,67% | 0,07 CHF | 0,08 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 31 732 CHF | 5 510 CHF | 99,33% | 99,33% |
10/12/2024 | 14,37% | 0,06 CHF | 0,07 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 32 482 CHF | 5 622 CHF | 100,00% | 100,00% |