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 | 12.26% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 655'459 | 344'566 | 50'195 CHF | 29'808 CHF | 95.46% | 95.46% |
18.12.2024 | 7.83% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 420'306 | 420'306 | 51'623 CHF | 55'826 CHF | 96.04% | 96.04% |
17.12.2024 | 8.57% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 469'821 | 464'938 | 52'472 CHF | 56'584 CHF | 99.40% | 99.40% |
16.12.2024 | 9.89% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 526'214 | 426'068 | 50'584 CHF | 45'720 CHF | 98.23% | 98.23% |
13.12.2024 | 8.66% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 463'664 | 463'663 | 51'264 CHF | 55'901 CHF | 99.39% | 99.39% |
12.12.2024 | 9.04% | 0.14 CHF | 0.15 CHF | 400'000 | 400'000 | 474'158 | 474'153 | 50'236 CHF | 54'977 CHF | 98.42% | 98.42% |
11.12.2024 | 10.82% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 580'768 | 340'444 | 50'804 CHF | 33'862 CHF | 98.82% | 98.82% |
10.12.2024 | 10.17% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 547'455 | 338'127 | 51'090 CHF | 35'668 CHF | 98.62% | 98.62% |
09.12.2024 | 11.63% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 618'512 | 339'361 | 50'091 CHF | 31'176 CHF | 98.61% | 98.61% |
06.12.2024 | 10.79% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 581'427 | 344'963 | 51'018 CHF | 34'217 CHF | 99.03% | 99.03% |