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 | 7.28% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 119'355 CHF | 42'785 CHF | 98.39% | 98.39% |
18.12.2024 | 6.06% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 143'963 CHF | 50'988 CHF | 99.17% | 99.17% |
17.12.2024 | 6.08% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 143'540 CHF | 50'847 CHF | 99.17% | 99.17% |
16.12.2024 | 6.04% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 144'669 CHF | 51'223 CHF | 99.17% | 99.17% |
13.12.2024 | 5.52% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 158'657 CHF | 55'886 CHF | 98.91% | 98.91% |
12.12.2024 | 5.37% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 163'050 CHF | 57'350 CHF | 98.03% | 98.03% |
11.12.2024 | 5.38% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 163'064 CHF | 57'355 CHF | 99.17% | 99.17% |
10.12.2024 | 5.63% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 155'527 CHF | 54'842 CHF | 99.17% | 99.17% |
09.12.2024 | 5.68% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 153'940 CHF | 54'313 CHF | 99.17% | 99.17% |
06.12.2024 | 5.68% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 154'050 CHF | 54'350 CHF | 99.17% | 99.17% |