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 | 3.14% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 310'006 | 103'335 | 97'275 CHF | 33'458 CHF | 99.43% | 99.43% |
18.12.2024 | 2.79% | 0.36 CHF | 0.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 106'261 CHF | 36'420 CHF | 99.55% | 99.55% |
17.12.2024 | 3.27% | 0.36 CHF | 0.37 CHF | 300'000 | 100'000 | 418'067 | 139'356 | 124'960 CHF | 43'047 CHF | 99.27% | 99.27% |
16.12.2024 | 2.85% | 0.36 CHF | 0.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 103'992 CHF | 35'664 CHF | 99.13% | 99.13% |
13.12.2024 | 2.57% | 0.39 CHF | 0.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 115'380 CHF | 39'460 CHF | 99.03% | 99.03% |
12.12.2024 | 2.86% | 0.38 CHF | 0.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 103'646 CHF | 35'549 CHF | 99.58% | 99.58% |
11.12.2024 | 3.04% | 0.36 CHF | 0.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 97'366 CHF | 33'455 CHF | 99.44% | 99.44% |
10.12.2024 | 3.27% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 399'798 | 133'266 | 120'246 CHF | 41'415 CHF | 99.31% | 99.31% |
09.12.2024 | 3.25% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 420'884 | 140'295 | 127'277 CHF | 43'829 CHF | 99.43% | 99.43% |
06.12.2024 | 2.97% | 0.32 CHF | 0.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 99'579 CHF | 34'193 CHF | 92.25% | 92.25% |