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 | 7.72% | 0.13 CHF | 0.14 CHF | 994'800 | 994'800 | 988'077 | 988'077 | 123'566 CHF | 133'466 CHF | 100.00% | 100.00% |
18.12.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 966'500 | 966'500 | 962'524 | 962'524 | 125'078 CHF | 134'703 CHF | 100.00% | 100.00% |
17.12.2024 | 7.42% | 0.13 CHF | 0.14 CHF | 993'600 | 993'600 | 989'452 | 989'452 | 128'443 CHF | 138'337 CHF | 100.00% | 100.00% |
16.12.2024 | 7.52% | 0.13 CHF | 0.14 CHF | 908'200 | 908'200 | 896'125 | 896'125 | 114'708 CHF | 123'669 CHF | 100.00% | 100.00% |
13.12.2024 | 6.42% | 0.14 CHF | 0.16 CHF | 874'200 | 874'200 | 865'802 | 865'802 | 130'464 CHF | 139'122 CHF | 100.00% | 100.00% |
12.12.2024 | 7.14% | 0.14 CHF | 0.15 CHF | 937'100 | 937'100 | 946'692 | 946'692 | 127'917 CHF | 137'384 CHF | 100.00% | 100.00% |
11.12.2024 | 7.14% | 0.13 CHF | 0.14 CHF | 920'500 | 920'500 | 905'554 | 905'554 | 122'430 CHF | 131'485 CHF | 100.00% | 100.00% |
10.12.2024 | 6.98% | 0.14 CHF | 0.15 CHF | 923'300 | 923'300 | 917'916 | 917'916 | 126'906 CHF | 136'085 CHF | 100.00% | 100.00% |
09.12.2024 | 7.29% | 0.14 CHF | 0.14 CHF | 990'900 | 990'900 | 991'135 | 991'135 | 130'972 CHF | 140'883 CHF | 100.00% | 100.00% |
06.12.2024 | 8.01% | 0.12 CHF | 0.13 CHF | 1'100'500 | 1'100'500 | 1'096'630 | 1'096'630 | 131'514 CHF | 142'480 CHF | 100.00% | 100.00% |