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 | 12.00% | 0.06 CHF | 0.07 CHF | 250'000 | 250'000 | 136'886 | 136'886 | 10'848 CHF | 12'222 CHF | 99.82% | 99.82% |
18.12.2024 | 4.14% | 0.21 CHF | 0.22 CHF | 130'000 | 130'000 | 75'357 | 75'357 | 17'884 CHF | 18'639 CHF | 94.74% | 94.74% |
17.12.2024 | 4.89% | 0.27 CHF | 0.28 CHF | 140'000 | 140'000 | 77'814 | 77'814 | 16'321 CHF | 17'102 CHF | 98.60% | 98.60% |
16.12.2024 | 6.14% | 0.17 CHF | 0.18 CHF | 160'000 | 160'000 | 90'117 | 90'117 | 14'487 CHF | 15'391 CHF | 100.00% | 100.00% |
13.12.2024 | 4.98% | 0.17 CHF | 0.18 CHF | 160'000 | 160'000 | 89'935 | 89'935 | 18'065 CHF | 18'968 CHF | 99.73% | 99.73% |
12.12.2024 | 5.25% | 0.30 CHF | 0.31 CHF | 160'000 | 160'000 | 90'084 | 90'084 | 19'005 CHF | 19'909 CHF | 99.94% | 99.94% |
11.12.2024 | 7.18% | 0.22 CHF | 0.23 CHF | 200'000 | 200'000 | 112'793 | 112'793 | 16'810 CHF | 17'943 CHF | 95.47% | 95.47% |
10.12.2024 | 6.29% | 0.19 CHF | 0.20 CHF | 190'000 | 190'000 | 106'692 | 106'693 | 18'029 CHF | 19'101 CHF | 99.59% | 99.59% |
09.12.2024 | 7.35% | 0.18 CHF | 0.19 CHF | 210'000 | 210'000 | 117'879 | 117'879 | 16'508 CHF | 17'691 CHF | 99.14% | 99.14% |
06.12.2024 | 6.81% | 0.15 CHF | 0.16 CHF | 220'000 | 220'000 | 120'777 | 120'777 | 18'255 CHF | 19'468 CHF | 99.49% | 99.49% |