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 | 4.64% | 0.22 CHF | 0.23 CHF | 525'000 | 175'000 | 525'000 | 175'000 | 110'488 CHF | 38'580 CHF | 99.44% | 99.44% |
18.12.2024 | 4.13% | 0.24 CHF | 0.25 CHF | 525'000 | 175'000 | 525'000 | 175'000 | 124'662 CHF | 43'304 CHF | 99.43% | 99.43% |
17.12.2024 | 4.80% | 0.24 CHF | 0.25 CHF | 525'000 | 175'000 | 525'000 | 175'000 | 107'315 CHF | 37'522 CHF | 99.44% | 99.44% |
16.12.2024 | 4.20% | 0.24 CHF | 0.25 CHF | 525'000 | 175'000 | 525'000 | 175'000 | 122'350 CHF | 42'533 CHF | 99.30% | 99.30% |
13.12.2024 | 3.85% | 0.25 CHF | 0.26 CHF | 525'000 | 175'000 | 525'000 | 175'000 | 133'800 CHF | 46'350 CHF | 99.30% | 99.30% |
12.12.2024 | 4.29% | 0.25 CHF | 0.26 CHF | 525'000 | 175'000 | 525'000 | 175'000 | 119'969 CHF | 41'740 CHF | 99.44% | 99.44% |
11.12.2024 | 4.54% | 0.24 CHF | 0.25 CHF | 525'000 | 175'000 | 525'000 | 175'000 | 113'263 CHF | 39'504 CHF | 99.45% | 99.45% |
10.12.2024 | 4.81% | 0.20 CHF | 0.21 CHF | 525'000 | 175'000 | 525'000 | 175'000 | 106'766 CHF | 37'339 CHF | 99.43% | 99.43% |
09.12.2024 | 4.81% | 0.21 CHF | 0.22 CHF | 525'000 | 175'000 | 525'000 | 175'000 | 106'654 CHF | 37'301 CHF | 99.43% | 99.43% |
06.12.2024 | 4.40% | 0.22 CHF | 0.23 CHF | 525'000 | 175'000 | 525'000 | 175'000 | 116'766 CHF | 40'672 CHF | 99.28% | 99.28% |