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 | 2.13% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 111'528 | 99'817 | 51'967 CHF | 47'537 CHF | 98.44% | 98.44% |
18.12.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'130 CHF | 56'130 CHF | 99.65% | 99.65% |
17.12.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'757 CHF | 61'757 CHF | 99.39% | 99.39% |
16.12.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'005 CHF | 61'005 CHF | 100.00% | 100.00% |
13.12.2024 | 1.45% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'433 CHF | 69'433 CHF | 100.00% | 100.00% |
12.12.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 96'969 | 95'541 | 69'629 CHF | 69'491 CHF | 97.51% | 97.51% |
11.12.2024 | 1.45% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'569 CHF | 69'569 CHF | 99.33% | 99.33% |
10.12.2024 | 1.33% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'752 CHF | 75'752 CHF | 100.00% | 100.00% |
09.12.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'049 CHF | 80'049 CHF | 100.00% | 100.00% |
06.12.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'598 CHF | 75'598 CHF | 99.55% | 99.55% |