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 | 11.65% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 72'834 CHF | 27'278 CHF | 98.39% | 98.39% |
18.12.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 90'000 CHF | 33'000 CHF | 99.17% | 99.17% |
17.12.2024 | 9.43% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 91'005 CHF | 33'335 CHF | 99.17% | 99.17% |
16.12.2024 | 9.42% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 91'109 CHF | 33'370 CHF | 99.17% | 99.17% |
13.12.2024 | 8.44% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 102'300 CHF | 37'100 CHF | 98.91% | 98.91% |
12.12.2024 | 7.96% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 108'534 CHF | 39'178 CHF | 98.03% | 98.03% |
11.12.2024 | 8.18% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 105'647 CHF | 38'216 CHF | 99.17% | 99.17% |
10.12.2024 | 8.58% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 100'484 CHF | 36'495 CHF | 99.17% | 99.17% |
09.12.2024 | 8.58% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 100'441 CHF | 36'480 CHF | 99.17% | 99.17% |
06.12.2024 | 8.46% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 102'071 CHF | 37'024 CHF | 99.17% | 99.17% |