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 | 6.28% | 0.17 CHF | 0.18 CHF | 75'000 | 75'000 | 74'830 | 74'830 | 11'677 CHF | 12'426 CHF | 99.75% | 99.75% |
18.12.2024 | 6.89% | 0.15 CHF | 0.16 CHF | 75'000 | 75'000 | 74'832 | 74'832 | 10'597 CHF | 11'346 CHF | 100.00% | 100.00% |
17.12.2024 | 7.06% | 0.14 CHF | 0.15 CHF | 75'000 | 75'000 | 74'830 | 74'830 | 10'329 CHF | 11'078 CHF | 99.62% | 99.62% |
16.12.2024 | 7.20% | 0.14 CHF | 0.15 CHF | 75'000 | 75'000 | 74'832 | 74'832 | 10'130 CHF | 10'880 CHF | 100.00% | 100.00% |
13.12.2024 | 7.72% | 0.13 CHF | 0.14 CHF | 75'000 | 75'000 | 74'834 | 74'834 | 9'419 CHF | 10'168 CHF | 100.00% | 100.00% |
12.12.2024 | 7.69% | 0.13 CHF | 0.14 CHF | 75'000 | 75'000 | 74'834 | 74'834 | 9'456 CHF | 10'205 CHF | 100.00% | 100.00% |
11.12.2024 | 7.22% | 0.12 CHF | 0.13 CHF | 75'000 | 75'000 | 74'832 | 74'832 | 10'098 CHF | 10'847 CHF | 100.00% | 100.00% |
10.12.2024 | 7.52% | 0.13 CHF | 0.14 CHF | 75'000 | 75'000 | 74'833 | 74'833 | 9'678 CHF | 10'427 CHF | 100.00% | 100.00% |
09.12.2024 | 7.44% | 0.13 CHF | 0.14 CHF | 75'000 | 75'000 | 74'830 | 74'830 | 9'779 CHF | 10'529 CHF | 100.00% | 100.00% |
06.12.2024 | 7.61% | 0.13 CHF | 0.14 CHF | 75'000 | 75'000 | 74'812 | 74'812 | 9'557 CHF | 10'307 CHF | 99.85% | 99.85% |