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 | 4.26% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 172'398 CHF | 59'966 CHF | 99.37% | 99.37% |
18.12.2024 | 4.10% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 179'070 CHF | 62'190 CHF | 99.56% | 99.56% |
17.12.2024 | 4.55% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 161'465 CHF | 56'322 CHF | 99.56% | 99.56% |
16.12.2024 | 4.06% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 180'984 CHF | 62'828 CHF | 99.14% | 99.14% |
13.12.2024 | 3.84% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 730'151 | 243'384 | 186'291 CHF | 64'531 CHF | 99.03% | 99.03% |
12.12.2024 | 4.15% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 177'433 CHF | 61'645 CHF | 99.58% | 99.58% |
11.12.2024 | 4.38% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 167'767 CHF | 58'422 CHF | 99.43% | 99.43% |
10.12.2024 | 4.57% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 160'579 CHF | 56'026 CHF | 99.54% | 99.54% |
09.12.2024 | 4.53% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 162'090 CHF | 56'530 CHF | 99.49% | 99.49% |
06.12.2024 | 4.43% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 165'770 CHF | 57'757 CHF | 92.28% | 92.28% |