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 | 16.83% | 0.06 CHF | 0.07 CHF | 1'161'900 | 1'161'900 | 1'154'040 | 1'154'040 | 63'061 CHF | 74'624 CHF | 100.00% | 100.00% |
18.12.2024 | 16.63% | 0.06 CHF | 0.07 CHF | 1'107'200 | 1'107'200 | 1'102'640 | 1'102'640 | 60'804 CHF | 71'830 CHF | 100.00% | 100.00% |
17.12.2024 | 16.29% | 0.06 CHF | 0.07 CHF | 1'179'600 | 1'179'600 | 1'174'680 | 1'174'680 | 66'348 CHF | 78'095 CHF | 100.00% | 100.00% |
16.12.2024 | 16.49% | 0.05 CHF | 0.06 CHF | 920'000 | 920'000 | 907'815 | 907'815 | 50'735 CHF | 59'814 CHF | 100.00% | 100.00% |
13.12.2024 | 12.00% | 0.08 CHF | 0.09 CHF | 893'200 | 893'200 | 884'615 | 884'615 | 69'344 CHF | 78'190 CHF | 100.00% | 100.00% |
12.12.2024 | 14.48% | 0.07 CHF | 0.08 CHF | 1'025'100 | 1'025'100 | 1'035'580 | 1'035'580 | 66'369 CHF | 76'725 CHF | 100.00% | 100.00% |
11.12.2024 | 14.51% | 0.06 CHF | 0.07 CHF | 941'900 | 941'900 | 926'614 | 926'614 | 59'317 CHF | 68'583 CHF | 100.00% | 100.00% |
10.12.2024 | 13.76% | 0.07 CHF | 0.08 CHF | 966'800 | 966'800 | 961'156 | 961'156 | 65'130 CHF | 74'742 CHF | 100.00% | 100.00% |
09.12.2024 | 15.14% | 0.07 CHF | 0.08 CHF | 1'132'100 | 1'132'100 | 1'132'370 | 1'132'370 | 69'226 CHF | 80'550 CHF | 100.00% | 100.00% |
06.12.2024 | 17.53% | 0.05 CHF | 0.06 CHF | 1'380'000 | 1'380'000 | 1'375'150 | 1'375'150 | 71'730 CHF | 85'482 CHF | 100.00% | 100.00% |