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 | 6.59% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 132'265 CHF | 47'088 CHF | 98.39% | 98.39% |
18.12.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 108'000 CHF | 39'000 CHF | 99.17% | 99.17% |
17.12.2024 | 7.92% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 109'161 CHF | 39'387 CHF | 99.17% | 99.17% |
16.12.2024 | 7.93% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 109'075 CHF | 39'358 CHF | 99.17% | 99.17% |
13.12.2024 | 8.13% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 106'284 CHF | 38'428 CHF | 98.91% | 98.91% |
12.12.2024 | 8.44% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 102'343 CHF | 37'114 CHF | 98.03% | 98.03% |
11.12.2024 | 8.27% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 104'484 CHF | 37'828 CHF | 99.17% | 99.17% |
10.12.2024 | 7.98% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 108'314 CHF | 39'105 CHF | 99.17% | 99.17% |
09.12.2024 | 8.12% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 106'445 CHF | 38'482 CHF | 99.17% | 99.17% |
06.12.2024 | 7.63% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 113'691 CHF | 40'897 CHF | 99.17% | 99.17% |