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 | 2.55% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 133'104 | 99'817 | 51'770 CHF | 39'857 CHF | 98.44% | 98.44% |
18.12.2024 | 2.09% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 110'646 | 100'000 | 52'458 CHF | 48'443 CHF | 99.65% | 99.65% |
17.12.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'125 CHF | 54'125 CHF | 99.39% | 99.39% |
16.12.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'331 CHF | 53'331 CHF | 100.00% | 100.00% |
13.12.2024 | 1.64% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'699 CHF | 61'699 CHF | 100.00% | 100.00% |
12.12.2024 | 1.66% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 97'512 | 95'541 | 62'463 CHF | 62'072 CHF | 97.51% | 97.51% |
11.12.2024 | 1.63% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'871 CHF | 61'871 CHF | 99.33% | 99.33% |
10.12.2024 | 1.48% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'058 CHF | 68'058 CHF | 100.00% | 100.00% |
09.12.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'286 CHF | 72'286 CHF | 100.00% | 100.00% |
06.12.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'819 CHF | 67'819 CHF | 99.55% | 99.55% |