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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.12.2024 | 2.00% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 104'296 | 75'000 | 51'607 CHF | 37'892 CHF | 99.58% | 99.58% |
16.12.2024 | 1.90% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 52'088 CHF | 39'816 CHF | 100.00% | 100.00% |
13.12.2024 | 1.85% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 53'494 CHF | 40'871 CHF | 100.00% | 100.00% |
12.12.2024 | 1.95% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 100'000 | 71'460 | 52'766 CHF | 38'412 CHF | 97.51% | 97.51% |
11.12.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 100'361 | 75'000 | 51'006 CHF | 38'872 CHF | 99.03% | 99.03% |
10.12.2024 | 1.95% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 100'827 | 75'000 | 51'076 CHF | 38'753 CHF | 100.00% | 100.00% |
09.12.2024 | 1.71% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 90'401 | 75'000 | 52'430 CHF | 44'257 CHF | 100.00% | 100.00% |
06.12.2024 | 1.68% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'992 CHF | 44'910 CHF | 99.40% | 99.40% |
05.12.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 51'950 CHF | 44'041 CHF | 99.19% | 99.19% |
04.12.2024 | 1.73% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 51'625 CHF | 43'771 CHF | 87.01% | 87.01% |