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 | 4.15% | 0.23 CHF | 0.24 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 16'545 CHF | 17'245 CHF | 100.00% | 100.00% |
18.12.2024 | 5.49% | 0.18 CHF | 0.19 CHF | 68'000 | 68'000 | 67'981 | 67'981 | 12'061 CHF | 12'741 CHF | 100.00% | 100.00% |
17.12.2024 | 6.32% | 0.17 CHF | 0.18 CHF | 68'000 | 68'000 | 68'000 | 68'000 | 10'458 CHF | 11'138 CHF | 100.00% | 100.00% |
16.12.2024 | 6.69% | 0.14 CHF | 0.16 CHF | 68'000 | 68'000 | 67'967 | 67'967 | 9'842 CHF | 10'522 CHF | 100.00% | 100.00% |
13.12.2024 | 8.23% | 0.14 CHF | 0.14 CHF | 68'000 | 68'000 | 67'633 | 67'633 | 7'921 CHF | 8'598 CHF | 100.00% | 100.00% |
12.12.2024 | 7.41% | 0.14 CHF | 0.14 CHF | 68'000 | 68'000 | 67'952 | 67'952 | 8'867 CHF | 9'547 CHF | 100.00% | 100.00% |
11.12.2024 | 7.54% | 0.12 CHF | 0.13 CHF | 68'000 | 68'000 | 67'888 | 67'888 | 8'705 CHF | 9'385 CHF | 100.00% | 100.00% |
10.12.2024 | 6.94% | 0.14 CHF | 0.16 CHF | 68'000 | 68'000 | 68'000 | 68'000 | 9'460 CHF | 10'140 CHF | 100.00% | 100.00% |
09.12.2024 | 7.15% | 0.14 CHF | 0.16 CHF | 68'000 | 68'000 | 68'000 | 68'000 | 9'173 CHF | 9'853 CHF | 100.00% | 100.00% |
06.12.2024 | 6.44% | 0.17 CHF | 0.18 CHF | 68'000 | 68'000 | 68'000 | 68'000 | 10'247 CHF | 10'927 CHF | 100.00% | 100.00% |