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 | 2.24% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 118'515 | 99'817 | 52'457 CHF | 45'203 CHF | 98.44% | 98.44% |
18.12.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'784 CHF | 53'784 CHF | 99.65% | 99.65% |
17.12.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'444 CHF | 59'444 CHF | 99.39% | 99.39% |
16.12.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'686 CHF | 58'686 CHF | 100.00% | 100.00% |
13.12.2024 | 1.50% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'058 CHF | 67'058 CHF | 100.00% | 100.00% |
12.12.2024 | 1.51% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 96'969 | 95'541 | 67'401 CHF | 67'293 CHF | 97.51% | 97.51% |
11.12.2024 | 1.50% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'239 CHF | 67'239 CHF | 99.33% | 99.33% |
10.12.2024 | 1.37% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'380 CHF | 73'380 CHF | 100.00% | 100.00% |
09.12.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'733 CHF | 77'733 CHF | 100.00% | 100.00% |
06.12.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'350 CHF | 73'350 CHF | 99.55% | 99.55% |