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 | 17.15% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 498'205 | 70'509 | 31'243 CHF | 5'250 CHF | 92.27% | 92.27% |
18.12.2024 | 11.12% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 42'588 CHF | 9'518 CHF | 96.35% | 96.35% |
17.12.2024 | 9.53% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 499'663 | 100'000 | 49'930 CHF | 10'993 CHF | 92.73% | 92.73% |
16.12.2024 | 9.55% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 497'179 | 100'000 | 49'597 CHF | 10'982 CHF | 99.35% | 99.35% |
13.12.2024 | 7.41% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 389'015 | 100'000 | 50'570 CHF | 14'057 CHF | 92.80% | 92.80% |
12.12.2024 | 6.72% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 353'422 | 94'023 | 52'243 CHF | 14'798 CHF | 66.29% | 66.29% |
11.12.2024 | 7.05% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 370'713 | 100'000 | 50'708 CHF | 14'727 CHF | 97.93% | 97.93% |
10.12.2024 | 5.85% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 307'164 | 100'000 | 50'915 CHF | 17'646 CHF | 100.00% | 100.00% |
09.12.2024 | 5.20% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 270'399 | 100'000 | 50'692 CHF | 19'778 CHF | 96.62% | 96.62% |
06.12.2024 | 5.69% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 298'250 | 100'000 | 50'891 CHF | 18'088 CHF | 92.58% | 92.58% |