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 | 6.58% | 0.28 CHF | 0.29 CHF | 89'000 | 89'000 | 40'094 | 40'094 | 10'998 CHF | 11'620 CHF | 99.76% | 99.76% |
18.12.2024 | 5.37% | 0.33 CHF | 0.34 CHF | 88'000 | 88'000 | 39'574 | 39'574 | 12'899 CHF | 13'497 CHF | 99.11% | 99.11% |
17.12.2024 | 6.91% | 0.33 CHF | 0.34 CHF | 88'000 | 88'000 | 40'020 | 40'020 | 11'182 CHF | 11'791 CHF | 100.00% | 100.00% |
16.12.2024 | 5.56% | 0.33 CHF | 0.34 CHF | 88'000 | 88'000 | 39'937 | 39'937 | 12'997 CHF | 13'604 CHF | 99.90% | 99.90% |
13.12.2024 | 4.82% | 0.36 CHF | 0.37 CHF | 88'000 | 88'000 | 39'367 | 39'367 | 14'055 CHF | 14'653 CHF | 100.00% | 100.00% |
12.12.2024 | 5.70% | 0.36 CHF | 0.37 CHF | 88'000 | 88'000 | 39'899 | 39'899 | 13'073 CHF | 13'680 CHF | 100.00% | 100.00% |
11.12.2024 | 6.15% | 0.33 CHF | 0.34 CHF | 89'000 | 89'000 | 40'180 | 40'180 | 12'136 CHF | 12'746 CHF | 100.00% | 100.00% |
10.12.2024 | 6.63% | 0.26 CHF | 0.27 CHF | 91'000 | 91'000 | 40'909 | 40'909 | 10'181 CHF | 10'800 CHF | 100.00% | 100.00% |
09.12.2024 | 6.60% | 0.27 CHF | 0.28 CHF | 91'000 | 91'000 | 40'957 | 40'957 | 10'455 CHF | 11'076 CHF | 100.00% | 100.00% |
06.12.2024 | 5.75% | 0.29 CHF | 0.30 CHF | 91'000 | 91'000 | 40'757 | 40'757 | 12'370 CHF | 12'984 CHF | 97.26% | 97.26% |