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 | 2.09% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 595'221 | 198'407 | 281'600 CHF | 95'851 CHF | 95.06% | 95.06% |
18.12.2024 | 1.77% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 251'630 CHF | 85'377 CHF | 98.17% | 98.17% |
17.12.2024 | 1.83% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 243'558 CHF | 82'686 CHF | 98.19% | 98.19% |
16.12.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 231'425 CHF | 78'642 CHF | 98.24% | 98.24% |
13.12.2024 | 1.86% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 239'871 CHF | 81'457 CHF | 98.95% | 98.95% |
12.12.2024 | 1.90% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 234'770 CHF | 79'757 CHF | 97.86% | 97.86% |
11.12.2024 | 2.04% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 218'170 CHF | 74'223 CHF | 96.31% | 96.31% |
10.12.2024 | 2.02% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 221'143 CHF | 75'215 CHF | 98.09% | 98.09% |
09.12.2024 | 2.10% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 212'266 CHF | 72'256 CHF | 96.77% | 96.77% |
06.12.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 214'494 CHF | 72'998 CHF | 98.66% | 98.66% |