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 | 4.21% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 174'257 CHF | 60'586 CHF | 95.96% | 95.96% |
18.12.2024 | 3.38% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 174'773 CHF | 60'258 CHF | 98.36% | 98.36% |
17.12.2024 | 3.60% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 163'949 CHF | 56'650 CHF | 98.33% | 98.33% |
16.12.2024 | 3.81% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 601'480 | 200'493 | 154'773 CHF | 53'596 CHF | 98.17% | 98.17% |
13.12.2024 | 3.62% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 162'900 CHF | 56'300 CHF | 99.01% | 99.01% |
12.12.2024 | 3.69% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 159'804 CHF | 55'268 CHF | 97.95% | 97.95% |
11.12.2024 | 4.10% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 723'903 | 241'301 | 172'546 CHF | 59'928 CHF | 97.00% | 97.00% |
10.12.2024 | 4.01% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 719'241 | 239'747 | 175'451 CHF | 60'881 CHF | 98.07% | 98.07% |
09.12.2024 | 4.25% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 746'295 | 248'765 | 172'029 CHF | 59'831 CHF | 97.36% | 97.36% |
06.12.2024 | 4.15% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 744'527 | 248'176 | 175'653 CHF | 61'033 CHF | 98.79% | 98.79% |