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 | 5.38% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 135'643 CHF | 47'714 CHF | 99.17% | 99.17% |
18.12.2024 | 4.41% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 133'232 CHF | 46'411 CHF | 99.17% | 99.17% |
17.12.2024 | 4.35% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 134'972 CHF | 46'991 CHF | 99.17% | 99.17% |
16.12.2024 | 4.37% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 134'458 CHF | 46'819 CHF | 99.17% | 99.17% |
13.12.2024 | 3.93% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 149'534 CHF | 51'845 CHF | 98.91% | 98.91% |
12.12.2024 | 3.77% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 156'159 CHF | 54'053 CHF | 98.03% | 98.03% |
11.12.2024 | 3.84% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 153'562 CHF | 53'188 CHF | 99.17% | 99.17% |
10.12.2024 | 4.00% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 146'940 CHF | 50'980 CHF | 99.17% | 99.17% |
09.12.2024 | 4.01% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 146'595 CHF | 50'865 CHF | 99.17% | 99.17% |
06.12.2024 | 4.02% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 146'481 CHF | 50'827 CHF | 99.17% | 99.17% |