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 | 3.21% | 5.50 CHF | 5.60 CHF | 50'000 | 50'000 | 18'975 | 18'975 | 105'224 CHF | 107'926 CHF | 96.28% | 96.28% |
18.12.2024 | 3.60% | 7.05 CHF | 7.20 CHF | 30'000 | 30'000 | 14'440 | 11'328 | 102'640 CHF | 82'226 CHF | 97.42% | 97.42% |
17.12.2024 | 3.79% | 7.42 CHF | 7.57 CHF | 30'000 | 30'000 | 14'408 | 11'290 | 100'796 CHF | 81'760 CHF | 98.13% | 98.13% |
16.12.2024 | 2.65% | 6.69 CHF | 6.79 CHF | 30'000 | 30'000 | 14'447 | 11'336 | 95'284 CHF | 76'256 CHF | 97.16% | 97.16% |
13.12.2024 | 2.54% | 6.70 CHF | 6.80 CHF | 30'000 | 30'000 | 14'344 | 11'213 | 99'148 CHF | 78'998 CHF | 99.50% | 99.50% |
12.12.2024 | 2.63% | 7.60 CHF | 7.70 CHF | 30'000 | 30'000 | 14'345 | 11'214 | 99'649 CHF | 80'581 CHF | 99.45% | 99.45% |
11.12.2024 | 2.86% | 6.91 CHF | 7.01 CHF | 30'000 | 30'000 | 14'347 | 11'216 | 90'823 CHF | 73'383 CHF | 99.41% | 99.41% |
10.12.2024 | 2.81% | 6.65 CHF | 6.75 CHF | 30'000 | 30'000 | 14'359 | 11'231 | 92'395 CHF | 74'633 CHF | 99.20% | 99.20% |
09.12.2024 | 2.93% | 6.44 CHF | 6.54 CHF | 30'000 | 30'000 | 14'385 | 11'262 | 87'378 CHF | 70'406 CHF | 98.63% | 98.63% |
06.12.2024 | 2.90% | 6.16 CHF | 6.26 CHF | 30'000 | 30'000 | 14'339 | 11'207 | 88'198 CHF | 70'890 CHF | 99.59% | 99.59% |