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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.12.2024 | 3.23% | 0.16 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 457'242 CHF | 472'242 CHF | 100.00% | 100.00% |
20.12.2024 | 2.38% | 0.15 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 627'604 CHF | 642'604 CHF | 100.00% | 100.00% |
19.12.2024 | 3.07% | 0.18 CHF | 0.18 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 482'092 CHF | 497'092 CHF | 99.75% | 99.75% |
18.12.2024 | 4.56% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 321'325 CHF | 336'325 CHF | 100.00% | 100.00% |
17.12.2024 | 4.58% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 320'054 CHF | 335'054 CHF | 99.62% | 99.62% |
16.12.2024 | 3.99% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 368'864 CHF | 383'864 CHF | 100.00% | 100.00% |
13.12.2024 | 3.73% | 0.14 CHF | 0.15 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 395'285 CHF | 410'285 CHF | 100.00% | 100.00% |
12.12.2024 | 3.49% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 422'845 CHF | 437'845 CHF | 100.00% | 100.00% |
11.12.2024 | 2.90% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 513'487 CHF | 528'487 CHF | 100.00% | 100.00% |
10.12.2024 | 2.88% | 0.17 CHF | 0.18 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 514'226 CHF | 529'226 CHF | 100.00% | 100.00% |