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 | 8.62% | 0.11 CHF | 0.12 CHF | 833'700 | 833'700 | 833'700 | 833'700 | 92'561 CHF | 100'898 CHF | 99.85% | 99.85% |
18.12.2024 | 8.59% | 0.11 CHF | 0.12 CHF | 745'300 | 745'300 | 745'300 | 745'300 | 83'074 CHF | 90'527 CHF | 99.14% | 99.14% |
17.12.2024 | 7.89% | 0.13 CHF | 0.14 CHF | 797'900 | 797'900 | 797'900 | 797'900 | 97'246 CHF | 105'225 CHF | 100.00% | 100.00% |
16.12.2024 | 8.06% | 0.12 CHF | 0.13 CHF | 743'400 | 743'400 | 743'400 | 743'400 | 88'515 CHF | 95'949 CHF | 99.91% | 99.91% |
13.12.2024 | 7.45% | 0.13 CHF | 0.14 CHF | 762'500 | 762'500 | 762'500 | 762'500 | 98'522 CHF | 106'147 CHF | 100.00% | 100.00% |
12.12.2024 | 7.58% | 0.13 CHF | 0.14 CHF | 768'000 | 768'000 | 767'707 | 767'707 | 97'513 CHF | 105'190 CHF | 100.00% | 100.00% |
11.12.2024 | 7.70% | 0.13 CHF | 0.14 CHF | 793'600 | 793'600 | 793'600 | 793'600 | 99'173 CHF | 107'109 CHF | 100.00% | 100.00% |
10.12.2024 | 7.35% | 0.13 CHF | 0.14 CHF | 708'300 | 708'300 | 706'886 | 706'886 | 92'715 CHF | 99'784 CHF | 100.00% | 100.00% |
09.12.2024 | 7.11% | 0.14 CHF | 0.15 CHF | 690'200 | 690'200 | 693'367 | 693'367 | 94'148 CHF | 101'082 CHF | 100.00% | 100.00% |
06.12.2024 | 6.75% | 0.14 CHF | 0.15 CHF | 677'200 | 677'200 | 677'200 | 677'200 | 96'914 CHF | 103'686 CHF | 100.00% | 100.00% |