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 | 10.55% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 738'565 | 246'188 | 66'314 CHF | 24'567 CHF | 99.50% | 99.50% |
18.12.2024 | 14.60% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 766'356 | 255'452 | 48'873 CHF | 18'845 CHF | 99.56% | 99.56% |
17.12.2024 | 10.45% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 633'078 | 211'026 | 57'719 CHF | 21'350 CHF | 99.26% | 99.26% |
16.12.2024 | 13.62% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 771'564 | 257'188 | 52'746 CHF | 20'154 CHF | 99.48% | 99.48% |
13.12.2024 | 15.06% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 882'231 | 294'077 | 54'233 CHF | 21'018 CHF | 98.78% | 98.78% |
12.12.2024 | 12.45% | 0.06 CHF | 0.07 CHF | 900'000 | 300'000 | 776'063 | 258'688 | 58'864 CHF | 22'208 CHF | 99.57% | 99.57% |
11.12.2024 | 11.09% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 64'452 CHF | 23'984 CHF | 99.55% | 99.55% |
10.12.2024 | 10.01% | 0.10 CHF | 0.11 CHF | 600'000 | 200'000 | 632'498 | 210'833 | 60'348 CHF | 22'224 CHF | 99.34% | 99.34% |
09.12.2024 | 9.93% | 0.09 CHF | 0.10 CHF | 600'000 | 200'000 | 639'047 | 213'016 | 61'359 CHF | 22'583 CHF | 99.39% | 99.39% |
06.12.2024 | 11.71% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 60'372 CHF | 22'624 CHF | 92.23% | 92.23% |