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 | 2.50% | 7.13 CHF | 7.23 CHF | 50'000 | 50'000 | 18'983 | 18'983 | 135'957 CHF | 138'660 CHF | 96.31% | 96.31% |
18.12.2024 | 2.10% | 8.19 CHF | 8.29 CHF | 50'000 | 50'000 | 18'868 | 18'868 | 154'667 CHF | 157'332 CHF | 97.37% | 97.37% |
17.12.2024 | 2.17% | 8.46 CHF | 8.56 CHF | 50'000 | 50'000 | 18'800 | 18'800 | 153'886 CHF | 156'546 CHF | 98.08% | 98.08% |
16.12.2024 | 2.24% | 7.90 CHF | 8.00 CHF | 50'000 | 50'000 | 18'898 | 18'898 | 147'765 CHF | 150'433 CHF | 97.16% | 97.16% |
13.12.2024 | 2.19% | 7.90 CHF | 8.00 CHF | 50'000 | 50'000 | 18'694 | 18'694 | 150'416 CHF | 153'068 CHF | 99.50% | 99.50% |
12.12.2024 | 2.24% | 8.54 CHF | 8.64 CHF | 50'000 | 50'000 | 18'690 | 18'690 | 151'922 CHF | 154'574 CHF | 99.49% | 99.49% |
11.12.2024 | 2.37% | 8.02 CHF | 8.12 CHF | 50'000 | 50'000 | 18'700 | 18'700 | 142'717 CHF | 145'370 CHF | 99.44% | 99.44% |
10.12.2024 | 2.35% | 7.81 CHF | 7.91 CHF | 50'000 | 50'000 | 18'719 | 18'719 | 144'025 CHF | 146'679 CHF | 99.21% | 99.21% |
09.12.2024 | 2.41% | 7.63 CHF | 7.73 CHF | 50'000 | 50'000 | 18'770 | 18'770 | 138'693 CHF | 141'351 CHF | 98.65% | 98.65% |
06.12.2024 | 2.40% | 7.43 CHF | 7.53 CHF | 50'000 | 50'000 | 18'678 | 18'678 | 138'881 CHF | 141'532 CHF | 99.59% | 99.59% |