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 | 2.84% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 208'321 CHF | 71'440 CHF | 98.39% | 98.39% |
18.12.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 239'161 CHF | 81'720 CHF | 99.17% | 99.17% |
17.12.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 241'348 CHF | 82'449 CHF | 99.17% | 99.17% |
16.12.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 240'973 CHF | 82'324 CHF | 99.17% | 99.17% |
13.12.2024 | 2.30% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 599'989 | 199'996 | 257'707 CHF | 87'902 CHF | 98.91% | 98.91% |
12.12.2024 | 2.24% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 515'300 | 171'767 | 227'539 CHF | 77'564 CHF | 98.03% | 98.03% |
11.12.2024 | 2.27% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 528'177 | 176'059 | 229'932 CHF | 78'405 CHF | 99.17% | 99.17% |
10.12.2024 | 2.34% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 253'918 CHF | 86'639 CHF | 99.17% | 99.17% |
09.12.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 599'926 | 199'975 | 255'538 CHF | 87'179 CHF | 99.17% | 99.17% |
06.12.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 596'492 | 198'831 | 256'262 CHF | 87'409 CHF | 99.17% | 99.17% |