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 | 2.92% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 152'286 | 99'817 | 51'607 CHF | 34'866 CHF | 98.44% | 98.44% |
18.12.2024 | 2.33% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 122'274 | 100'000 | 51'853 CHF | 43'444 CHF | 99.65% | 99.65% |
17.12.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 109'328 | 100'000 | 52'598 CHF | 49'125 CHF | 99.39% | 99.39% |
16.12.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 109'657 | 100'000 | 51'884 CHF | 48'331 CHF | 100.00% | 100.00% |
13.12.2024 | 1.78% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'699 CHF | 56'699 CHF | 100.00% | 100.00% |
12.12.2024 | 1.79% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 97'925 | 95'541 | 57'940 CHF | 57'374 CHF | 97.51% | 97.51% |
11.12.2024 | 1.78% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'871 CHF | 56'871 CHF | 99.33% | 99.33% |
10.12.2024 | 1.60% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'058 CHF | 63'058 CHF | 100.00% | 100.00% |
09.12.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'385 CHF | 67'385 CHF | 100.00% | 100.00% |
06.12.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'964 CHF | 62'964 CHF | 99.55% | 99.55% |