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 | 2.89% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 204'561 CHF | 70'187 CHF | 99.49% | 99.49% |
18.12.2024 | 2.77% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 501'311 | 167'104 | 178'567 CHF | 61'193 CHF | 99.58% | 99.58% |
17.12.2024 | 3.08% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 587'408 | 195'803 | 187'619 CHF | 64'498 CHF | 99.56% | 99.56% |
16.12.2024 | 2.79% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 572'964 | 190'988 | 202'065 CHF | 69'265 CHF | 99.20% | 99.20% |
13.12.2024 | 2.62% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 455'998 | 151'998 | 171'881 CHF | 58'813 CHF | 99.11% | 99.11% |
12.12.2024 | 2.84% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 556'104 | 185'368 | 192'762 CHF | 66'108 CHF | 99.55% | 99.55% |
11.12.2024 | 2.95% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 581'371 | 193'790 | 194'200 CHF | 66'671 CHF | 99.42% | 99.42% |
10.12.2024 | 3.12% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 189'688 CHF | 65'229 CHF | 99.34% | 99.34% |
09.12.2024 | 3.09% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 191'483 CHF | 65'828 CHF | 99.37% | 99.37% |
06.12.2024 | 2.97% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 599'592 | 199'864 | 198'744 CHF | 68'247 CHF | 92.07% | 92.07% |