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 | 7.09% | 0.14 CHF | 0.14 CHF | 708'200 | 708'200 | 316'195 | 316'195 | 43'313 CHF | 46'481 CHF | 99.90% | 99.90% |
18.12.2024 | 6.22% | 0.16 CHF | 0.17 CHF | 576'200 | 576'200 | 257'570 | 256'998 | 41'088 CHF | 43'576 CHF | 99.46% | 99.46% |
17.12.2024 | 6.38% | 0.17 CHF | 0.18 CHF | 619'600 | 619'600 | 279'394 | 279'394 | 43'677 CHF | 46'477 CHF | 100.00% | 100.00% |
16.12.2024 | 6.13% | 0.16 CHF | 0.17 CHF | 534'400 | 534'400 | 233'953 | 233'953 | 37'740 CHF | 40'084 CHF | 99.99% | 99.99% |
13.12.2024 | 5.09% | 0.18 CHF | 0.19 CHF | 468'900 | 468'900 | 202'879 | 202'879 | 38'644 CHF | 40'677 CHF | 100.00% | 100.00% |
12.12.2024 | 5.10% | 0.22 CHF | 0.23 CHF | 467'700 | 467'700 | 194'081 | 194'083 | 42'552 CHF | 44'624 CHF | 99.86% | 99.86% |
11.12.2024 | 6.10% | 0.20 CHF | 0.21 CHF | 445'200 | 445'200 | 197'878 | 197'878 | 39'762 CHF | 42'036 CHF | 100.00% | 100.00% |
10.12.2024 | 5.83% | 0.23 CHF | 0.24 CHF | 354'700 | 354'700 | 157'888 | 157'888 | 34'806 CHF | 36'624 CHF | 100.00% | 100.00% |
09.12.2024 | 3.62% | 0.30 CHF | 0.31 CHF | 508'900 | 508'900 | 227'720 | 227'720 | 65'480 CHF | 67'768 CHF | 100.00% | 100.00% |
06.12.2024 | 5.49% | 0.18 CHF | 0.19 CHF | 626'400 | 626'400 | 279'512 | 279'512 | 50'626 CHF | 53'426 CHF | 100.00% | 100.00% |