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 | 2.46% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 241'394 CHF | 82'465 CHF | 99.48% | 99.48% |
18.12.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 451'002 | 150'334 | 188'380 CHF | 64'297 CHF | 99.55% | 99.55% |
17.12.2024 | 2.59% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 573'849 | 191'283 | 217'837 CHF | 74'525 CHF | 99.57% | 99.57% |
16.12.2024 | 2.38% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 186'898 CHF | 63'799 CHF | 99.16% | 99.16% |
13.12.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 197'442 CHF | 67'314 CHF | 99.04% | 99.04% |
12.12.2024 | 2.40% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 480'428 | 160'143 | 197'333 CHF | 67'379 CHF | 99.55% | 99.55% |
11.12.2024 | 2.50% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 567'863 | 189'288 | 223'785 CHF | 76'488 CHF | 99.42% | 99.42% |
10.12.2024 | 2.62% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 225'926 CHF | 77'309 CHF | 99.32% | 99.32% |
09.12.2024 | 2.60% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 227'599 CHF | 77'867 CHF | 99.43% | 99.43% |
06.12.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 493'235 | 164'412 | 193'431 CHF | 66'121 CHF | 92.33% | 92.33% |