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 | 3.03% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 103'021 | 70'384 | 48'274 CHF | 33'989 CHF | 99.39% | 99.39% |
18.12.2024 | 4.10% | 0.36 CHF | 0.37 CHF | 140'000 | 75'000 | 145'941 | 75'000 | 51'088 CHF | 27'386 CHF | 100.00% | 100.00% |
17.12.2024 | 4.75% | 0.34 CHF | 0.35 CHF | 150'000 | 75'000 | 152'023 | 75'000 | 46'054 CHF | 23'827 CHF | 98.93% | 98.93% |
16.12.2024 | 4.74% | 0.29 CHF | 0.30 CHF | 151'339 | 75'000 | 151'252 | 75'000 | 43'125 CHF | 22'422 CHF | 99.37% | 99.37% |
13.12.2024 | 6.51% | 0.27 CHF | 0.28 CHF | 150'921 | 75'000 | 149'920 | 75'000 | 33'939 CHF | 18'116 CHF | 99.37% | 99.37% |
12.12.2024 | 5.79% | 0.27 CHF | 0.28 CHF | 150'135 | 75'000 | 149'602 | 71'969 | 37'911 CHF | 19'356 CHF | 97.38% | 97.38% |
11.12.2024 | 6.00% | 0.23 CHF | 0.25 CHF | 148'496 | 75'000 | 148'817 | 75'000 | 37'010 CHF | 19'799 CHF | 99.05% | 99.05% |
10.12.2024 | 5.33% | 0.28 CHF | 0.30 CHF | 149'406 | 75'000 | 148'808 | 75'000 | 40'342 CHF | 21'444 CHF | 100.00% | 100.00% |
09.12.2024 | 5.31% | 0.28 CHF | 0.29 CHF | 148'357 | 75'000 | 148'287 | 75'000 | 38'579 CHF | 20'575 CHF | 100.00% | 100.00% |
06.12.2024 | 4.74% | 0.32 CHF | 0.33 CHF | 149'591 | 75'000 | 148'900 | 75'000 | 43'897 CHF | 23'177 CHF | 99.40% | 99.40% |