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 | 14.43% | 0.06 CHF | 0.07 CHF | 513'700 | 513'700 | 509'770 | 509'770 | 32'809 CHF | 37'906 CHF | 100.00% | 100.00% |
18.12.2024 | 12.48% | 0.08 CHF | 0.09 CHF | 453'500 | 453'500 | 451'349 | 451'349 | 33'930 CHF | 38'444 CHF | 99.46% | 99.46% |
17.12.2024 | 11.24% | 0.09 CHF | 0.10 CHF | 442'600 | 442'600 | 441'392 | 441'392 | 37'068 CHF | 41'482 CHF | 100.00% | 100.00% |
16.12.2024 | 11.46% | 0.09 CHF | 0.10 CHF | 419'000 | 419'000 | 418'802 | 418'802 | 34'472 CHF | 38'660 CHF | 100.00% | 100.00% |
13.12.2024 | 9.91% | 0.09 CHF | 0.10 CHF | 385'100 | 385'100 | 380'911 | 380'911 | 36'560 CHF | 40'369 CHF | 100.00% | 100.00% |
12.12.2024 | 9.31% | 0.10 CHF | 0.11 CHF | 363'100 | 363'100 | 361'897 | 361'897 | 37'149 CHF | 40'768 CHF | 100.00% | 100.00% |
11.12.2024 | 9.82% | 0.11 CHF | 0.12 CHF | 375'400 | 375'400 | 380'070 | 380'070 | 36'827 CHF | 40'628 CHF | 100.00% | 100.00% |
10.12.2024 | 8.78% | 0.10 CHF | 0.11 CHF | 321'900 | 321'900 | 318'862 | 318'862 | 34'805 CHF | 37'994 CHF | 100.00% | 100.00% |
09.12.2024 | 8.07% | 0.12 CHF | 0.13 CHF | 334'600 | 334'600 | 333'631 | 333'631 | 39'682 CHF | 43'018 CHF | 100.00% | 100.00% |
06.12.2024 | 8.74% | 0.12 CHF | 0.13 CHF | 342'500 | 342'500 | 344'830 | 344'830 | 37'744 CHF | 41'192 CHF | 100.00% | 100.00% |