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 | 9.31% | 0.12 CHF | 0.13 CHF | 150'000 | 50'000 | 234'954 | 70'509 | 28'785 CHF | 9'443 CHF | 92.27% | 92.27% |
18.12.2024 | 6.64% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 348'447 | 100'000 | 50'764 CHF | 15'586 CHF | 96.35% | 96.35% |
17.12.2024 | 5.83% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 306'792 | 100'000 | 51'068 CHF | 17'660 CHF | 92.73% | 92.73% |
16.12.2024 | 5.91% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 311'448 | 100'000 | 51'101 CHF | 17'428 CHF | 99.35% | 99.35% |
13.12.2024 | 4.89% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 251'913 | 100'000 | 50'267 CHF | 21'001 CHF | 92.80% | 92.80% |
12.12.2024 | 4.62% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 229'089 | 95'514 | 49'535 CHF | 21'594 CHF | 88.31% | 88.31% |
11.12.2024 | 4.76% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 244'748 | 100'000 | 50'232 CHF | 21'556 CHF | 97.93% | 97.93% |
10.12.2024 | 4.11% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 211'638 | 100'000 | 50'420 CHF | 24'884 CHF | 100.00% | 100.00% |
09.12.2024 | 3.76% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 195'700 | 100'000 | 51'044 CHF | 27'111 CHF | 96.62% | 96.62% |
06.12.2024 | 4.16% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 214'361 | 100'000 | 50'454 CHF | 24'564 CHF | 92.58% | 92.58% |