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 | 9,43% | 0,10 CHF | 0,11 CHF | 1 000 000 | 1 000 000 | 982 483 | 982 483 | 99 378 CHF | 109 203 CHF | 98,67% | 98,67% |
20/12/2024 | 8,02% | 0,11 CHF | 0,12 CHF | 1 000 000 | 1 000 000 | 927 195 | 927 197 | 111 066 CHF | 120 338 CHF | 99,80% | 99,80% |
19/12/2024 | 9,34% | 0,11 CHF | 0,12 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 985 638 | 102 204 CHF | 110 625 CHF | 99,53% | 99,53% |
18/12/2024 | 10,89% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 994 618 | 498 206 | 86 434 CHF | 48 276 CHF | 97,11% | 97,11% |
17/12/2024 | 10,95% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 86 353 CHF | 48 176 CHF | 100,00% | 100,00% |
16/12/2024 | 10,58% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 89 562 CHF | 49 781 CHF | 100,00% | 100,00% |
13/12/2024 | 11,02% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 85 757 CHF | 47 879 CHF | 100,00% | 100,00% |
12/12/2024 | 11,34% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 992 412 | 497 471 | 82 623 CHF | 46 394 CHF | 97,88% | 97,88% |
11/12/2024 | 11,03% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 997 626 | 499 209 | 85 467 CHF | 47 759 CHF | 99,10% | 99,10% |
10/12/2024 | 11,06% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 992 044 | 497 348 | 84 725 CHF | 47 448 CHF | 100,00% | 100,00% |