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 | 8.97% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 870'517 | 290'172 | 92'820 CHF | 33'842 CHF | 99.17% | 99.17% |
18.12.2024 | 6.66% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 108'939 CHF | 38'813 CHF | 99.17% | 99.17% |
17.12.2024 | 6.51% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 703'602 | 234'534 | 104'418 CHF | 37'151 CHF | 99.17% | 99.17% |
16.12.2024 | 6.45% | 0.16 CHF | 0.17 CHF | 600'000 | 200'000 | 724'518 | 241'506 | 108'695 CHF | 38'647 CHF | 99.17% | 99.17% |
13.12.2024 | 5.60% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 104'240 CHF | 36'747 CHF | 98.91% | 98.91% |
12.12.2024 | 5.32% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 109'883 CHF | 38'628 CHF | 98.03% | 98.03% |
11.12.2024 | 5.44% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 107'554 CHF | 37'851 CHF | 99.17% | 99.17% |
10.12.2024 | 5.71% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 102'251 CHF | 36'084 CHF | 99.17% | 99.17% |
09.12.2024 | 5.63% | 0.17 CHF | 0.18 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 103'684 CHF | 36'561 CHF | 99.17% | 99.17% |
06.12.2024 | 5.63% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 103'634 CHF | 36'545 CHF | 99.17% | 99.17% |