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 | 5.08% | 0.36 CHF | 0.38 CHF | 140'000 | 25'000 | 139'520 | 34'698 | 51'438 CHF | 13'419 CHF | 96.87% | 96.87% |
18.12.2024 | 2.66% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 112'048 | 50'000 | 52'119 CHF | 23'962 CHF | 99.85% | 99.85% |
17.12.2024 | 2.34% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 103'439 | 50'000 | 52'141 CHF | 25'877 CHF | 87.97% | 87.97% |
16.12.2024 | 2.45% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 107'054 | 50'000 | 51'963 CHF | 24'894 CHF | 100.00% | 100.00% |
13.12.2024 | 2.51% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 109'992 | 50'000 | 53'022 CHF | 24'717 CHF | 55.24% | 55.24% |
12.12.2024 | 2.51% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 106'654 | 49'465 | 51'999 CHF | 24'763 CHF | 94.70% | 94.70% |
11.12.2024 | 2.63% | 0.50 CHF | 0.52 CHF | 100'000 | 50'000 | 114'817 | 50'000 | 52'846 CHF | 23'675 CHF | 99.32% | 99.32% |
10.12.2024 | 3.11% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 133'385 | 50'000 | 51'824 CHF | 20'091 CHF | 100.00% | 100.00% |
09.12.2024 | 3.15% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 139'470 | 50'000 | 51'469 CHF | 19'048 CHF | 100.00% | 100.00% |
06.12.2024 | 2.97% | 0.40 CHF | 0.41 CHF | 130'000 | 50'000 | 138'618 | 50'000 | 51'175 CHF | 19'027 CHF | 99.51% | 99.51% |