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 | 3.69% | 1.02 CHF | 1.04 CHF | 200'000 | 200'000 | 75'923 | 75'923 | 77'964 CHF | 80'218 CHF | 96.30% | 96.30% |
18.12.2024 | 3.53% | 1.42 CHF | 1.45 CHF | 100'000 | 100'000 | 37'732 | 37'732 | 53'766 CHF | 55'365 CHF | 97.36% | 97.36% |
17.12.2024 | 3.76% | 1.52 CHF | 1.55 CHF | 100'000 | 100'000 | 37'597 | 37'597 | 53'435 CHF | 55'031 CHF | 98.07% | 98.07% |
16.12.2024 | 3.98% | 1.33 CHF | 1.36 CHF | 200'000 | 200'000 | 75'601 | 75'601 | 98'546 CHF | 101'747 CHF | 97.15% | 97.15% |
13.12.2024 | 3.77% | 1.33 CHF | 1.36 CHF | 100'000 | 100'000 | 37'385 | 37'385 | 51'756 CHF | 53'347 CHF | 99.49% | 99.49% |
12.12.2024 | 3.94% | 1.56 CHF | 1.59 CHF | 100'000 | 100'000 | 37'379 | 37'379 | 53'171 CHF | 54'763 CHF | 99.46% | 99.46% |
11.12.2024 | 4.36% | 1.39 CHF | 1.42 CHF | 200'000 | 200'000 | 74'795 | 74'795 | 94'599 CHF | 97'782 CHF | 99.43% | 99.43% |
10.12.2024 | 4.25% | 1.33 CHF | 1.36 CHF | 200'000 | 200'000 | 74'878 | 74'878 | 96'798 CHF | 99'982 CHF | 99.20% | 99.20% |
09.12.2024 | 4.49% | 1.28 CHF | 1.31 CHF | 200'000 | 200'000 | 75'076 | 75'076 | 89'855 CHF | 93'044 CHF | 98.64% | 98.64% |
06.12.2024 | 4.41% | 1.21 CHF | 1.24 CHF | 200'000 | 200'000 | 74'712 | 74'712 | 90'872 CHF | 94'053 CHF | 99.59% | 99.59% |