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 | 5.32% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 82'459 CHF | 28'986 CHF | 99.49% | 99.49% |
18.12.2024 | 4.60% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 95'620 CHF | 33'373 CHF | 99.52% | 99.52% |
17.12.2024 | 5.70% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 77'710 CHF | 27'403 CHF | 99.55% | 99.55% |
16.12.2024 | 4.74% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 92'935 CHF | 32'478 CHF | 99.17% | 99.17% |
13.12.2024 | 4.10% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 107'581 CHF | 37'360 CHF | 99.07% | 99.07% |
12.12.2024 | 4.66% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 94'755 CHF | 33'085 CHF | 99.58% | 99.58% |
11.12.2024 | 5.07% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 86'985 CHF | 30'495 CHF | 99.46% | 99.46% |
10.12.2024 | 5.55% | 0.17 CHF | 0.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 79'107 CHF | 27'869 CHF | 99.32% | 99.32% |
09.12.2024 | 5.49% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 80'007 CHF | 28'169 CHF | 99.37% | 99.37% |
06.12.2024 | 4.86% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 90'357 CHF | 31'619 CHF | 92.15% | 92.15% |