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 | 5.31% | 0.19 CHF | 0.20 CHF | 250'900 | 250'900 | 248'993 | 248'993 | 45'677 CHF | 48'167 CHF | 100.00% | 100.00% |
18.12.2024 | 6.14% | 0.16 CHF | 0.17 CHF | 276'200 | 276'200 | 274'831 | 274'831 | 43'418 CHF | 46'166 CHF | 99.46% | 99.46% |
17.12.2024 | 6.78% | 0.14 CHF | 0.15 CHF | 275'300 | 275'300 | 274'568 | 274'568 | 39'144 CHF | 41'890 CHF | 100.00% | 100.00% |
16.12.2024 | 6.68% | 0.14 CHF | 0.16 CHF | 293'900 | 293'900 | 293'759 | 293'759 | 42'508 CHF | 45'446 CHF | 100.00% | 100.00% |
13.12.2024 | 7.71% | 0.14 CHF | 0.14 CHF | 319'300 | 319'300 | 315'834 | 315'834 | 39'457 CHF | 42'615 CHF | 100.00% | 100.00% |
12.12.2024 | 8.19% | 0.13 CHF | 0.14 CHF | 331'700 | 331'700 | 330'591 | 330'591 | 38'815 CHF | 42'121 CHF | 100.00% | 100.00% |
11.12.2024 | 7.66% | 0.12 CHF | 0.13 CHF | 311'300 | 311'300 | 315'165 | 315'165 | 39'623 CHF | 42'775 CHF | 100.00% | 100.00% |
10.12.2024 | 8.48% | 0.12 CHF | 0.13 CHF | 373'700 | 373'700 | 370'210 | 370'210 | 41'851 CHF | 45'554 CHF | 100.00% | 100.00% |
09.12.2024 | 9.08% | 0.11 CHF | 0.12 CHF | 341'400 | 341'400 | 340'394 | 340'394 | 35'841 CHF | 39'245 CHF | 100.00% | 100.00% |
06.12.2024 | 8.37% | 0.11 CHF | 0.12 CHF | 330'900 | 330'900 | 333'144 | 333'144 | 38'176 CHF | 41'507 CHF | 100.00% | 100.00% |