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 | 3.48% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 180'632 | 99'817 | 51'225 CHF | 29'344 CHF | 98.44% | 98.44% |
18.12.2024 | 2.68% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 140'753 | 100'000 | 51'880 CHF | 37'894 CHF | 99.65% | 99.65% |
17.12.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 121'664 | 100'000 | 51'843 CHF | 43'636 CHF | 99.39% | 99.39% |
16.12.2024 | 2.36% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 123'900 | 100'000 | 51'834 CHF | 42'869 CHF | 100.00% | 100.00% |
13.12.2024 | 1.98% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 102'570 | 100'000 | 51'380 CHF | 51'168 CHF | 100.00% | 100.00% |
12.12.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 98'861 | 95'541 | 53'128 CHF | 52'126 CHF | 97.51% | 97.51% |
11.12.2024 | 1.97% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 105'196 | 100'000 | 52'995 CHF | 51'460 CHF | 99.33% | 99.33% |
10.12.2024 | 1.75% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'621 CHF | 57'621 CHF | 100.00% | 100.00% |
09.12.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'976 CHF | 61'976 CHF | 100.00% | 100.00% |
06.12.2024 | 1.76% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'494 CHF | 57'494 CHF | 99.55% | 99.55% |