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 | 4.17% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 105'815 CHF | 36'772 CHF | 99.46% | 99.46% |
18.12.2024 | 5.07% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 86'564 CHF | 30'355 CHF | 99.58% | 99.58% |
17.12.2024 | 4.05% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 109'957 CHF | 38'152 CHF | 99.55% | 99.55% |
16.12.2024 | 4.89% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 90'030 CHF | 31'510 CHF | 99.16% | 99.16% |
13.12.2024 | 5.54% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 79'261 CHF | 27'920 CHF | 99.03% | 99.03% |
12.12.2024 | 4.65% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 95'242 CHF | 33'247 CHF | 99.54% | 99.54% |
11.12.2024 | 4.40% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 100'408 CHF | 34'969 CHF | 99.42% | 99.42% |
10.12.2024 | 3.99% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 449'932 | 149'977 | 110'934 CHF | 38'478 CHF | 99.31% | 99.31% |
09.12.2024 | 4.01% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 110'273 CHF | 38'258 CHF | 99.40% | 99.40% |
06.12.2024 | 4.54% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 96'936 CHF | 33'812 CHF | 92.29% | 92.29% |