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 | 4.28% | 0.23 CHF | 0.24 CHF | 610'000 | 610'000 | 335'918 | 335'918 | 79'220 CHF | 82'593 CHF | 100.00% | 100.00% |
18.12.2024 | 3.63% | 0.27 CHF | 0.28 CHF | 560'000 | 560'000 | 307'919 | 307'919 | 85'141 CHF | 88'232 CHF | 99.29% | 99.29% |
17.12.2024 | 3.74% | 0.28 CHF | 0.30 CHF | 560'000 | 560'000 | 307'548 | 307'548 | 83'491 CHF | 86'578 CHF | 99.99% | 99.99% |
16.12.2024 | 3.93% | 0.26 CHF | 0.27 CHF | 570'000 | 570'000 | 312'083 | 312'083 | 80'056 CHF | 83'190 CHF | 100.00% | 100.00% |
13.12.2024 | 3.80% | 0.26 CHF | 0.27 CHF | 570'000 | 570'000 | 312'070 | 312'070 | 82'948 CHF | 86'081 CHF | 100.00% | 100.00% |
12.12.2024 | 3.88% | 0.28 CHF | 0.30 CHF | 570'000 | 570'000 | 312'067 | 312'067 | 82'804 CHF | 85'937 CHF | 100.00% | 100.00% |
11.12.2024 | 4.18% | 0.27 CHF | 0.28 CHF | 590'000 | 590'000 | 329'775 | 329'775 | 80'816 CHF | 84'127 CHF | 99.76% | 99.76% |
10.12.2024 | 4.13% | 0.26 CHF | 0.27 CHF | 580'000 | 580'000 | 321'903 | 321'903 | 79'742 CHF | 82'974 CHF | 100.00% | 100.00% |
09.12.2024 | 4.29% | 0.25 CHF | 0.26 CHF | 610'000 | 610'000 | 335'569 | 335'569 | 79'502 CHF | 82'871 CHF | 99.84% | 99.84% |
06.12.2024 | 4.25% | 0.24 CHF | 0.25 CHF | 610'000 | 610'000 | 335'864 | 335'864 | 80'476 CHF | 83'849 CHF | 100.00% | 100.00% |