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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.12.2024 | 14.77% | 0.07 CHF | 0.08 CHF | 75'000 | 75'000 | 74'790 | 74'790 | 4'773 CHF | 5'522 CHF | 99.75% | 99.75% |
27.12.2024 | 16.39% | 0.06 CHF | 0.07 CHF | 75'000 | 75'000 | 74'834 | 74'834 | 4'239 CHF | 4'988 CHF | 100.00% | 100.00% |
23.12.2024 | 13.89% | 0.07 CHF | 0.08 CHF | 75'000 | 75'000 | 74'834 | 74'834 | 5'068 CHF | 5'817 CHF | 100.00% | 100.00% |
20.12.2024 | 11.00% | 0.08 CHF | 0.09 CHF | 75'000 | 75'000 | 74'828 | 74'828 | 6'514 CHF | 7'263 CHF | 100.00% | 100.00% |
19.12.2024 | 12.94% | 0.08 CHF | 0.09 CHF | 75'000 | 75'000 | 74'831 | 74'831 | 5'487 CHF | 6'236 CHF | 99.75% | 99.75% |
18.12.2024 | 14.52% | 0.07 CHF | 0.08 CHF | 75'000 | 75'000 | 74'834 | 74'834 | 4'830 CHF | 5'580 CHF | 100.00% | 100.00% |
17.12.2024 | 15.37% | 0.06 CHF | 0.07 CHF | 75'000 | 75'000 | 74'830 | 74'830 | 4'546 CHF | 5'295 CHF | 99.63% | 99.63% |
16.12.2024 | 15.55% | 0.06 CHF | 0.07 CHF | 75'000 | 75'000 | 74'835 | 74'835 | 4'485 CHF | 5'234 CHF | 100.00% | 100.00% |
13.12.2024 | 16.90% | 0.06 CHF | 0.07 CHF | 75'000 | 75'000 | 74'836 | 74'836 | 4'100 CHF | 4'850 CHF | 100.00% | 100.00% |
12.12.2024 | 17.00% | 0.06 CHF | 0.07 CHF | 75'000 | 75'000 | 74'836 | 74'836 | 4'072 CHF | 4'821 CHF | 100.00% | 100.00% |