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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.12.2024 | 6.22% | 0.20 CHF | 0.21 CHF | 250'000 | 75'000 | 256'076 | 75'000 | 50'393 CHF | 15'717 CHF | 100.00% | 100.00% |
20.12.2024 | 7.84% | 0.20 CHF | 0.21 CHF | 250'000 | 75'000 | 289'629 | 72'708 | 50'766 CHF | 13'817 CHF | 98.88% | 98.88% |
19.12.2024 | 13.57% | 0.18 CHF | 0.21 CHF | 280'000 | 50'000 | 255'774 | 50'588 | 45'004 CHF | 10'183 CHF | 93.91% | 93.91% |
18.12.2024 | 6.40% | 0.22 CHF | 0.24 CHF | 230'000 | 75'000 | 220'596 | 75'000 | 50'566 CHF | 18'341 CHF | 98.15% | 98.15% |
17.12.2024 | 6.16% | 0.24 CHF | 0.25 CHF | 210'000 | 75'000 | 200'988 | 75'000 | 51'140 CHF | 20'319 CHF | 97.31% | 97.31% |
16.12.2024 | 5.94% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 188'655 | 75'000 | 51'168 CHF | 21'597 CHF | 96.34% | 96.34% |
13.12.2024 | 4.90% | 0.28 CHF | 0.30 CHF | 180'000 | 75'000 | 169'163 | 75'000 | 52'086 CHF | 24'263 CHF | 99.36% | 99.36% |
12.12.2024 | 5.33% | 0.29 CHF | 0.31 CHF | 180'000 | 75'000 | 172'684 | 71'969 | 51'681 CHF | 22'675 CHF | 97.38% | 97.38% |
11.12.2024 | 4.56% | 0.31 CHF | 0.33 CHF | 170'000 | 75'000 | 169'223 | 75'000 | 51'955 CHF | 24'107 CHF | 99.05% | 99.05% |
10.12.2024 | 5.14% | 0.29 CHF | 0.31 CHF | 180'000 | 75'000 | 170'939 | 75'000 | 51'292 CHF | 23'697 CHF | 100.00% | 100.00% |