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 | 11.99% | 0.08 CHF | 0.09 CHF | 500'000 | 50'000 | 498'205 | 70'509 | 39'829 CHF | 6'352 CHF | 92.27% | 92.27% |
18.12.2024 | 9.96% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 47'818 CHF | 10'564 CHF | 96.35% | 96.35% |
17.12.2024 | 8.75% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 462'454 | 100'000 | 50'560 CHF | 11'939 CHF | 92.73% | 92.73% |
16.12.2024 | 8.75% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 462'172 | 100'000 | 50'530 CHF | 11'946 CHF | 99.35% | 99.35% |
13.12.2024 | 7.17% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 375'426 | 100'000 | 50'475 CHF | 14'487 CHF | 92.80% | 92.80% |
12.12.2024 | 6.63% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 337'583 | 95'514 | 50'096 CHF | 15'113 CHF | 88.31% | 88.31% |
11.12.2024 | 6.93% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 363'727 | 100'000 | 50'652 CHF | 14'965 CHF | 97.93% | 97.93% |
10.12.2024 | 5.86% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 307'709 | 100'000 | 50'944 CHF | 17'615 CHF | 100.00% | 100.00% |
09.12.2024 | 5.25% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 273'280 | 100'000 | 50'687 CHF | 19'571 CHF | 96.62% | 96.62% |
06.12.2024 | 5.91% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 311'372 | 100'000 | 51'077 CHF | 17'431 CHF | 92.58% | 92.58% |