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 | 6.05% | 0.17 CHF | 0.18 CHF | 418'900 | 418'900 | 416'067 | 416'067 | 66'990 CHF | 71'159 CHF | 100.00% | 100.00% |
18.12.2024 | 6.22% | 0.16 CHF | 0.17 CHF | 430'200 | 430'200 | 428'432 | 428'432 | 66'755 CHF | 71'040 CHF | 100.00% | 100.00% |
17.12.2024 | 6.27% | 0.16 CHF | 0.17 CHF | 393'900 | 393'900 | 392'257 | 392'257 | 60'588 CHF | 64'511 CHF | 100.00% | 100.00% |
16.12.2024 | 6.04% | 0.17 CHF | 0.18 CHF | 518'300 | 518'300 | 511'377 | 511'377 | 82'398 CHF | 87'512 CHF | 100.00% | 100.00% |
13.12.2024 | 8.27% | 0.13 CHF | 0.14 CHF | 486'000 | 486'000 | 481'346 | 481'346 | 55'889 CHF | 60'702 CHF | 100.00% | 100.00% |
12.12.2024 | 6.51% | 0.14 CHF | 0.15 CHF | 410'400 | 410'400 | 414'668 | 414'668 | 61'612 CHF | 65'758 CHF | 100.00% | 100.00% |
11.12.2024 | 6.56% | 0.16 CHF | 0.17 CHF | 481'100 | 481'100 | 473'330 | 473'330 | 69'958 CHF | 74'691 CHF | 100.00% | 100.00% |
10.12.2024 | 6.85% | 0.14 CHF | 0.15 CHF | 448'800 | 448'800 | 446'185 | 446'185 | 62'976 CHF | 67'438 CHF | 100.00% | 100.00% |
09.12.2024 | 6.13% | 0.14 CHF | 0.15 CHF | 349'700 | 349'700 | 349'765 | 349'765 | 55'439 CHF | 58'936 CHF | 100.00% | 100.00% |
06.12.2024 | 4.91% | 0.20 CHF | 0.21 CHF | 274'600 | 274'600 | 273'638 | 273'638 | 54'434 CHF | 57'170 CHF | 100.00% | 100.00% |