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 | 4.65% | 0.22 CHF | 0.23 CHF | 595'800 | 595'800 | 591'773 | 591'773 | 124'754 CHF | 130'684 CHF | 100.00% | 100.00% |
18.12.2024 | 4.68% | 0.21 CHF | 0.22 CHF | 600'900 | 600'900 | 598'428 | 598'428 | 124'938 CHF | 130'922 CHF | 100.00% | 100.00% |
17.12.2024 | 4.71% | 0.21 CHF | 0.22 CHF | 572'700 | 572'700 | 570'310 | 570'310 | 118'232 CHF | 123'935 CHF | 100.00% | 100.00% |
16.12.2024 | 4.63% | 0.22 CHF | 0.23 CHF | 676'900 | 676'900 | 667'926 | 667'926 | 141'021 CHF | 147'700 CHF | 100.00% | 100.00% |
13.12.2024 | 5.37% | 0.19 CHF | 0.20 CHF | 640'400 | 640'400 | 634'238 | 634'238 | 114'940 CHF | 121'282 CHF | 100.00% | 100.00% |
12.12.2024 | 4.85% | 0.20 CHF | 0.21 CHF | 589'400 | 589'400 | 595'428 | 595'428 | 119'894 CHF | 125'849 CHF | 100.00% | 100.00% |
11.12.2024 | 4.88% | 0.21 CHF | 0.22 CHF | 653'600 | 653'600 | 642'942 | 642'942 | 128'633 CHF | 135'063 CHF | 100.00% | 100.00% |
10.12.2024 | 4.99% | 0.20 CHF | 0.21 CHF | 625'000 | 625'000 | 621'356 | 621'356 | 121'557 CHF | 127'770 CHF | 100.00% | 100.00% |
09.12.2024 | 4.75% | 0.20 CHF | 0.21 CHF | 548'300 | 548'300 | 548'404 | 548'404 | 112'902 CHF | 118'386 CHF | 100.00% | 100.00% |
06.12.2024 | 4.30% | 0.23 CHF | 0.24 CHF | 490'100 | 490'100 | 488'378 | 488'378 | 111'191 CHF | 116'075 CHF | 100.00% | 100.00% |