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 | 156.99% | 0.00 CHF | 0.07 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 1'270 CHF | 10'360 CHF | 62.10% | 100.00% |
18.12.2024 | 4.99% | 0.15 CHF | 0.16 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 26'070 CHF | 27'370 CHF | 100.00% | 100.00% |
17.12.2024 | 4.69% | 0.22 CHF | 0.23 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 27'195 CHF | 28'495 CHF | 100.00% | 100.00% |
16.12.2024 | 2.89% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 51'346 CHF | 52'846 CHF | 99.94% | 99.94% |
13.12.2024 | 2.51% | 0.34 CHF | 0.35 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 52'210 CHF | 53'510 CHF | 100.00% | 100.00% |
12.12.2024 | 1.28% | 0.53 CHF | 0.54 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 90'071 CHF | 91'171 CHF | 100.00% | 100.00% |
11.12.2024 | 1.21% | 0.96 CHF | 0.97 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 90'690 CHF | 91'790 CHF | 100.00% | 100.00% |
10.12.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 95'990 CHF | 97'090 CHF | 100.00% | 100.00% |
09.12.2024 | 1.25% | 0.95 CHF | 0.96 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 106'166 CHF | 107'466 CHF | 100.00% | 100.00% |
06.12.2024 | 1.56% | 0.61 CHF | 0.62 CHF | 140'000 | 140'000 | 139'950 | 139'950 | 89'624 CHF | 91'024 CHF | 99.89% | 99.89% |