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 | 6.65% | 0.22 CHF | 0.23 CHF | 178'000 | 178'000 | 79'729 | 79'729 | 16'737 CHF | 17'753 CHF | 99.75% | 99.75% |
18.12.2024 | 5.82% | 0.24 CHF | 0.25 CHF | 176'000 | 176'000 | 78'915 | 78'915 | 18'557 CHF | 19'549 CHF | 99.13% | 99.13% |
17.12.2024 | 6.78% | 0.24 CHF | 0.25 CHF | 176'000 | 176'000 | 79'513 | 79'513 | 16'933 CHF | 17'935 CHF | 100.00% | 100.00% |
16.12.2024 | 5.96% | 0.24 CHF | 0.25 CHF | 176'000 | 176'000 | 79'344 | 79'344 | 18'639 CHF | 19'639 CHF | 99.90% | 99.90% |
13.12.2024 | 3.94% | 0.25 CHF | 0.26 CHF | 176'000 | 176'000 | 78'478 | 78'478 | 19'718 CHF | 20'506 CHF | 100.00% | 100.00% |
12.12.2024 | 5.98% | 0.25 CHF | 0.26 CHF | 176'000 | 176'000 | 79'274 | 79'274 | 18'693 CHF | 19'678 CHF | 100.00% | 100.00% |
11.12.2024 | 6.39% | 0.24 CHF | 0.25 CHF | 178'000 | 178'000 | 79'817 | 79'817 | 17'742 CHF | 18'747 CHF | 100.00% | 100.00% |
10.12.2024 | 6.75% | 0.20 CHF | 0.21 CHF | 182'000 | 182'000 | 81'576 | 81'576 | 15'952 CHF | 16'979 CHF | 100.00% | 100.00% |
09.12.2024 | 6.74% | 0.21 CHF | 0.22 CHF | 182'000 | 182'000 | 81'671 | 81'671 | 16'199 CHF | 17'226 CHF | 100.00% | 100.00% |
06.12.2024 | 6.14% | 0.22 CHF | 0.23 CHF | 182'000 | 182'000 | 80'857 | 80'857 | 18'012 CHF | 19'023 CHF | 97.26% | 97.26% |