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 | 4.74% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 123'726 CHF | 43'242 CHF | 98.39% | 98.39% |
18.12.2024 | 5.93% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 122'905 CHF | 43'468 CHF | 99.17% | 99.17% |
17.12.2024 | 5.89% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 123'640 CHF | 43'714 CHF | 99.17% | 99.17% |
16.12.2024 | 5.80% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 125'564 CHF | 44'355 CHF | 99.17% | 99.17% |
13.12.2024 | 6.21% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 117'103 CHF | 41'534 CHF | 98.91% | 98.91% |
12.12.2024 | 6.46% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 755'423 | 251'808 | 113'223 CHF | 40'259 CHF | 98.03% | 98.03% |
11.12.2024 | 6.20% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 117'355 CHF | 41'619 CHF | 99.17% | 99.17% |
10.12.2024 | 5.86% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 124'444 CHF | 43'981 CHF | 99.17% | 99.17% |
09.12.2024 | 5.88% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 123'938 CHF | 43'813 CHF | 99.17% | 99.17% |
06.12.2024 | 5.53% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 131'995 CHF | 46'498 CHF | 99.17% | 99.17% |