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 | 2.46% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 128'547 | 128'547 | 51'557 CHF | 52'842 CHF | 98.77% | 98.77% |
18.12.2024 | 2.07% | 0.49 CHF | 0.49 CHF | 125'000 | 125'000 | 121'735 | 121'735 | 58'194 CHF | 59'412 CHF | 20.44% | 95.68% |
17.12.2024 | 2.09% | 0.51 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 59'318 CHF | 60'568 CHF | 0.21% | 98.25% |
16.12.2024 | 2.22% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'681 CHF | 56'931 CHF | 21.31% | 99.47% |
13.12.2024 | 2.09% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 124'519 | 124'519 | 58'961 CHF | 60'206 CHF | 96.23% | 99.28% |
12.12.2024 | 2.19% | 0.52 CHF | 0.49 CHF | 100'000 | 125'000 | 125'000 | 125'000 | 56'516 CHF | 57'766 CHF | 76.99% | 98.87% |
11.12.2024 | 2.35% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'684 CHF | 53'934 CHF | 98.34% | 98.34% |
10.12.2024 | 2.31% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'537 CHF | 54'787 CHF | 99.19% | 99.19% |
09.12.2024 | 2.43% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'526 | 125'526 | 51'031 CHF | 52'286 CHF | 99.47% | 99.47% |
06.12.2024 | 2.40% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'965 | 125'965 | 51'920 CHF | 53'180 CHF | 98.98% | 98.98% |