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 | 6.47% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 134'686 CHF | 47'895 CHF | 95.46% | 95.46% |
18.12.2024 | 5.06% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 752'752 | 250'918 | 145'385 CHF | 50'971 CHF | 97.33% | 97.33% |
17.12.2024 | 5.36% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 136'248 CHF | 47'916 CHF | 98.20% | 98.20% |
16.12.2024 | 5.83% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 886'779 | 295'593 | 147'665 CHF | 52'178 CHF | 97.69% | 97.69% |
13.12.2024 | 5.49% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 757'749 | 252'583 | 134'280 CHF | 47'286 CHF | 99.06% | 99.06% |
12.12.2024 | 5.57% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 859'027 | 286'342 | 149'815 CHF | 52'802 CHF | 97.83% | 97.83% |
11.12.2024 | 6.29% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 886'045 | 295'348 | 136'516 CHF | 48'459 CHF | 97.49% | 97.49% |
10.12.2024 | 6.09% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 877'081 | 292'360 | 139'765 CHF | 49'512 CHF | 97.74% | 97.74% |
09.12.2024 | 6.57% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 132'651 CHF | 47'217 CHF | 98.55% | 98.55% |
06.12.2024 | 6.33% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 137'858 CHF | 48'953 CHF | 98.77% | 98.77% |