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 | 1.93% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 96'066 | 50'000 | 52'782 CHF | 28'098 CHF | 99.39% | 99.39% |
18.12.2024 | 1.93% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 67'033 | 44'136 | 45'348 CHF | 30'348 CHF | 100.00% | 100.00% |
17.12.2024 | 1.52% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 78'818 | 50'000 | 53'930 CHF | 34'809 CHF | 99.55% | 99.55% |
16.12.2024 | 1.83% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 72'975 | 68'322 | 48'654 CHF | 46'401 CHF | 100.00% | 100.00% |
13.12.2024 | 1.70% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 79'944 | 50'000 | 54'354 CHF | 34'678 CHF | 91.22% | 91.22% |
12.12.2024 | 2.09% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 49'286 | 49'285 | 40'881 CHF | 41'642 CHF | 96.29% | 96.29% |
11.12.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 127'443 | 75'000 | 51'819 CHF | 31'353 CHF | 97.48% | 97.48% |
10.12.2024 | 2.26% | 0.43 CHF | 0.45 CHF | 120'000 | 75'000 | 112'198 | 75'000 | 52'137 CHF | 35'783 CHF | 98.61% | 98.61% |
09.12.2024 | 2.99% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 134'802 | 72'983 | 49'643 CHF | 27'855 CHF | 100.00% | 100.00% |
06.12.2024 | 2.75% | 0.42 CHF | 0.44 CHF | 120'000 | 75'000 | 134'974 | 75'000 | 51'765 CHF | 29'669 CHF | 94.12% | 94.12% |