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% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 221'038 | 93'850 | 45'953 CHF | 21'209 CHF | 99.39% | 99.39% |
18.12.2024 | 2.46% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 128'378 | 100'000 | 51'549 CHF | 41'200 CHF | 99.59% | 99.59% |
17.12.2024 | 2.58% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 135'011 | 100'000 | 51'734 CHF | 39'502 CHF | 99.57% | 99.57% |
16.12.2024 | 2.89% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 151'935 | 100'000 | 51'777 CHF | 35'234 CHF | 100.00% | 100.00% |
13.12.2024 | 3.07% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 162'565 | 100'000 | 52'222 CHF | 33'164 CHF | 100.00% | 100.00% |
12.12.2024 | 2.99% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 144'766 | 98'113 | 51'623 CHF | 36'121 CHF | 97.35% | 97.35% |
11.12.2024 | 2.60% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 137'410 | 100'000 | 52'213 CHF | 39'029 CHF | 90.26% | 90.26% |
10.12.2024 | 2.54% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 133'426 | 100'000 | 51'954 CHF | 40'021 CHF | 100.00% | 100.00% |
09.12.2024 | 2.44% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 127'966 | 100'000 | 51'805 CHF | 41'528 CHF | 100.00% | 100.00% |
06.12.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 126'618 | 100'000 | 51'961 CHF | 42'077 CHF | 99.40% | 99.40% |