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 | 15.48% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 843'451 | 281'150 | 50'365 CHF | 19'600 CHF | 99.28% | 99.28% |
18.12.2024 | 13.45% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'270 | 250'090 | 52'095 CHF | 19'866 CHF | 99.57% | 99.57% |
17.12.2024 | 17.18% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 868'886 | 289'629 | 46'642 CHF | 18'444 CHF | 99.27% | 99.27% |
16.12.2024 | 13.87% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 739'525 | 246'508 | 49'969 CHF | 19'121 CHF | 99.07% | 99.07% |
13.12.2024 | 10.96% | 0.09 CHF | 0.10 CHF | 600'000 | 200'000 | 616'659 | 205'553 | 53'231 CHF | 19'799 CHF | 99.03% | 99.03% |
12.12.2024 | 12.48% | 0.09 CHF | 0.10 CHF | 600'000 | 200'000 | 719'471 | 239'824 | 54'197 CHF | 20'464 CHF | 99.59% | 99.59% |
11.12.2024 | 14.70% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 750'096 | 250'032 | 47'765 CHF | 18'422 CHF | 99.39% | 99.39% |
10.12.2024 | 16.02% | 0.06 CHF | 0.07 CHF | 900'000 | 300'000 | 806'821 | 271'961 | 46'386 CHF | 18'319 CHF | 99.34% | 99.34% |
09.12.2024 | 15.72% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 827'994 | 276'526 | 48'652 CHF | 19'005 CHF | 99.49% | 99.49% |
06.12.2024 | 13.40% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 52'318 CHF | 19'939 CHF | 92.24% | 92.24% |