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 | 3.70% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 159'215 CHF | 55'072 CHF | 99.50% | 99.50% |
18.12.2024 | 3.53% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 167'099 CHF | 57'700 CHF | 99.55% | 99.55% |
17.12.2024 | 3.98% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 148'157 CHF | 51'386 CHF | 99.56% | 99.56% |
16.12.2024 | 3.59% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 164'364 CHF | 56'788 CHF | 99.16% | 99.16% |
13.12.2024 | 3.33% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 177'207 CHF | 61'069 CHF | 99.05% | 99.05% |
12.12.2024 | 3.61% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 163'564 CHF | 56'521 CHF | 99.55% | 99.55% |
11.12.2024 | 3.79% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 155'636 CHF | 53'879 CHF | 99.42% | 99.42% |
10.12.2024 | 4.00% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 147'234 CHF | 51'078 CHF | 99.32% | 99.32% |
09.12.2024 | 3.97% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 148'461 CHF | 51'487 CHF | 99.42% | 99.42% |
06.12.2024 | 3.83% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 153'732 CHF | 53'244 CHF | 92.47% | 92.47% |