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 | 5.07% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 698'730 | 232'910 | 134'043 CHF | 47'010 CHF | 99.49% | 99.49% |
18.12.2024 | 4.84% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'134 | 200'045 | 121'084 CHF | 42'362 CHF | 99.55% | 99.55% |
17.12.2024 | 5.51% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 718'769 | 239'590 | 126'758 CHF | 44'649 CHF | 99.57% | 99.57% |
16.12.2024 | 4.81% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 121'958 CHF | 42'653 CHF | 99.14% | 99.14% |
13.12.2024 | 4.43% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 132'521 CHF | 46'174 CHF | 99.04% | 99.04% |
12.12.2024 | 4.79% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 602'398 | 200'799 | 122'883 CHF | 42'969 CHF | 99.59% | 99.59% |
11.12.2024 | 5.04% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 664'682 | 221'561 | 128'422 CHF | 45'023 CHF | 99.44% | 99.44% |
10.12.2024 | 5.48% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 133'376 CHF | 46'959 CHF | 99.54% | 99.54% |
09.12.2024 | 5.44% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 748'095 | 249'365 | 134'018 CHF | 47'166 CHF | 99.47% | 99.47% |
06.12.2024 | 5.10% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 601'624 | 200'541 | 114'951 CHF | 40'323 CHF | 92.18% | 92.18% |