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 | 5.16% | 0.21 CHF | 0.22 CHF | 75'000 | 75'000 | 74'831 | 74'831 | 14'293 CHF | 15'042 CHF | 99.75% | 99.75% |
18.12.2024 | 5.70% | 0.18 CHF | 0.19 CHF | 75'000 | 75'000 | 74'833 | 74'833 | 12'877 CHF | 13'627 CHF | 100.00% | 100.00% |
17.12.2024 | 5.83% | 0.17 CHF | 0.18 CHF | 75'000 | 75'000 | 74'826 | 74'826 | 12'597 CHF | 13'346 CHF | 99.62% | 99.62% |
16.12.2024 | 5.94% | 0.17 CHF | 0.18 CHF | 75'000 | 75'000 | 74'834 | 74'834 | 12'353 CHF | 13'102 CHF | 100.00% | 100.00% |
13.12.2024 | 6.34% | 0.16 CHF | 0.17 CHF | 75'000 | 75'000 | 74'834 | 74'834 | 11'550 CHF | 12'299 CHF | 100.00% | 100.00% |
12.12.2024 | 6.32% | 0.16 CHF | 0.17 CHF | 75'000 | 75'000 | 74'835 | 74'835 | 11'584 CHF | 12'333 CHF | 100.00% | 100.00% |
11.12.2024 | 5.95% | 0.15 CHF | 0.16 CHF | 75'000 | 75'000 | 74'834 | 74'834 | 12'347 CHF | 13'096 CHF | 100.00% | 100.00% |
10.12.2024 | 6.18% | 0.16 CHF | 0.17 CHF | 75'000 | 75'000 | 74'834 | 74'834 | 11'852 CHF | 12'601 CHF | 100.00% | 100.00% |
09.12.2024 | 6.13% | 0.16 CHF | 0.17 CHF | 75'000 | 75'000 | 74'831 | 74'831 | 11'945 CHF | 12'694 CHF | 100.00% | 100.00% |
06.12.2024 | 6.27% | 0.16 CHF | 0.17 CHF | 75'000 | 75'000 | 74'813 | 74'813 | 11'675 CHF | 12'424 CHF | 99.85% | 99.85% |