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 | 10.07% | 0.11 CHF | 0.12 CHF | 75'000 | 75'000 | 74'830 | 74'830 | 7'145 CHF | 7'894 CHF | 99.75% | 99.75% |
18.12.2024 | 11.15% | 0.09 CHF | 0.10 CHF | 75'000 | 75'000 | 74'832 | 74'832 | 6'407 CHF | 7'156 CHF | 100.00% | 100.00% |
17.12.2024 | 11.60% | 0.09 CHF | 0.10 CHF | 75'000 | 75'000 | 74'832 | 74'832 | 6'146 CHF | 6'895 CHF | 99.62% | 99.62% |
16.12.2024 | 11.83% | 0.08 CHF | 0.09 CHF | 75'000 | 75'000 | 74'832 | 74'832 | 6'013 CHF | 6'762 CHF | 100.00% | 100.00% |
13.12.2024 | 12.72% | 0.08 CHF | 0.09 CHF | 75'000 | 75'000 | 74'833 | 74'833 | 5'567 CHF | 6'316 CHF | 100.00% | 100.00% |
12.12.2024 | 12.72% | 0.08 CHF | 0.09 CHF | 75'000 | 75'000 | 74'834 | 74'834 | 5'569 CHF | 6'318 CHF | 100.00% | 100.00% |
11.12.2024 | 11.87% | 0.07 CHF | 0.08 CHF | 75'000 | 75'000 | 74'831 | 74'831 | 6'002 CHF | 6'751 CHF | 100.00% | 100.00% |
10.12.2024 | 12.23% | 0.08 CHF | 0.09 CHF | 75'000 | 75'000 | 74'832 | 74'832 | 5'808 CHF | 6'557 CHF | 100.00% | 100.00% |
09.12.2024 | 12.19% | 0.08 CHF | 0.09 CHF | 75'000 | 75'000 | 74'830 | 74'830 | 5'828 CHF | 6'577 CHF | 100.00% | 100.00% |
06.12.2024 | 12.38% | 0.08 CHF | 0.09 CHF | 75'000 | 75'000 | 74'811 | 74'811 | 5'731 CHF | 6'480 CHF | 99.85% | 99.85% |