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 | 2.53% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 132'252 | 99'817 | 51'742 CHF | 40'087 CHF | 98.44% | 98.44% |
18.12.2024 | 2.08% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 110'177 | 100'000 | 52'535 CHF | 48'711 CHF | 99.65% | 99.65% |
17.12.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'370 CHF | 54'370 CHF | 99.39% | 99.39% |
16.12.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'632 CHF | 53'632 CHF | 100.00% | 100.00% |
13.12.2024 | 1.63% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'976 CHF | 61'976 CHF | 100.00% | 100.00% |
12.12.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 97'490 | 95'541 | 62'753 CHF | 62'362 CHF | 97.51% | 97.51% |
11.12.2024 | 1.62% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'142 CHF | 62'142 CHF | 99.33% | 99.33% |
10.12.2024 | 1.48% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'277 CHF | 68'277 CHF | 100.00% | 100.00% |
09.12.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'600 CHF | 72'600 CHF | 100.00% | 100.00% |
06.12.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'272 CHF | 68'272 CHF | 99.55% | 99.55% |