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 | 4.39% | 0.20 CHF | 0.21 CHF | 205'825 | 100'000 | 204'061 | 99'800 | 45'741 CHF | 23'372 CHF | 90.16% | 90.16% |
18.12.2024 | 3.17% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 166'739 | 100'000 | 51'819 CHF | 32'130 CHF | 99.65% | 99.65% |
17.12.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 140'767 | 100'000 | 51'920 CHF | 37'908 CHF | 99.39% | 99.39% |
16.12.2024 | 2.73% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 142'376 | 100'000 | 51'363 CHF | 37'109 CHF | 100.00% | 100.00% |
13.12.2024 | 2.23% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 118'052 | 100'000 | 52'433 CHF | 45'506 CHF | 100.00% | 100.00% |
12.12.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 108'647 | 95'541 | 52'018 CHF | 46'565 CHF | 97.51% | 97.51% |
11.12.2024 | 2.22% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 117'095 | 100'000 | 52'249 CHF | 45'697 CHF | 99.33% | 99.33% |
10.12.2024 | 1.95% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 104'000 | 100'000 | 52'807 CHF | 51'870 CHF | 100.00% | 100.00% |
09.12.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'146 CHF | 56'146 CHF | 100.00% | 100.00% |
06.12.2024 | 1.95% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 101'468 | 100'000 | 51'410 CHF | 51'691 CHF | 99.55% | 99.55% |