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 | 6.43% | 0.16 CHF | 0.17 CHF | 836'900 | 836'900 | 459'641 | 459'641 | 70'610 CHF | 75'216 CHF | 100.00% | 100.00% |
18.12.2024 | 7.67% | 0.13 CHF | 0.14 CHF | 1'131'700 | 1'131'700 | 622'033 | 622'033 | 80'524 CHF | 86'757 CHF | 99.46% | 99.46% |
17.12.2024 | 7.33% | 0.13 CHF | 0.14 CHF | 1'068'500 | 1'068'500 | 586'729 | 586'729 | 78'158 CHF | 84'036 CHF | 100.00% | 100.00% |
16.12.2024 | 6.97% | 0.14 CHF | 0.15 CHF | 979'700 | 979'700 | 537'970 | 537'970 | 76'284 CHF | 81'674 CHF | 100.00% | 100.00% |
13.12.2024 | 7.23% | 0.14 CHF | 0.15 CHF | 1'025'900 | 1'025'900 | 563'134 | 563'134 | 76'738 CHF | 82'380 CHF | 100.00% | 100.00% |
12.12.2024 | 7.20% | 0.12 CHF | 0.13 CHF | 1'015'200 | 1'015'200 | 557'427 | 557'427 | 74'834 CHF | 80'419 CHF | 100.00% | 100.00% |
11.12.2024 | 6.57% | 0.14 CHF | 0.14 CHF | 901'100 | 901'100 | 504'584 | 504'584 | 74'700 CHF | 79'755 CHF | 100.00% | 100.00% |
10.12.2024 | 6.68% | 0.14 CHF | 0.15 CHF | 951'200 | 951'200 | 535'057 | 535'057 | 77'901 CHF | 83'261 CHF | 100.00% | 100.00% |
09.12.2024 | 6.39% | 0.14 CHF | 0.16 CHF | 943'300 | 943'300 | 518'127 | 518'127 | 79'485 CHF | 84'676 CHF | 100.00% | 100.00% |
06.12.2024 | 6.47% | 0.15 CHF | 0.16 CHF | 926'100 | 926'100 | 508'551 | 508'551 | 76'966 CHF | 82'061 CHF | 100.00% | 100.00% |