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 | 3.72% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 158'435 CHF | 54'812 CHF | 99.48% | 99.48% |
18.12.2024 | 3.52% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 167'584 CHF | 57'861 CHF | 99.58% | 99.58% |
17.12.2024 | 3.97% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 148'500 CHF | 51'500 CHF | 99.54% | 99.54% |
16.12.2024 | 3.52% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 599'876 | 199'959 | 167'720 CHF | 57'906 CHF | 99.16% | 99.16% |
13.12.2024 | 3.27% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 542'134 | 180'711 | 162'737 CHF | 56'053 CHF | 99.05% | 99.05% |
12.12.2024 | 3.55% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 166'316 CHF | 57'439 CHF | 99.59% | 99.59% |
11.12.2024 | 3.71% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 158'881 CHF | 54'960 CHF | 99.43% | 99.43% |
10.12.2024 | 3.97% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 148'227 CHF | 51'409 CHF | 99.32% | 99.32% |
09.12.2024 | 3.94% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 149'347 CHF | 51'782 CHF | 99.41% | 99.41% |
06.12.2024 | 3.72% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 158'219 CHF | 54'740 CHF | 92.25% | 92.25% |