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 | 4.40% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 200'330 CHF | 69'777 CHF | 98.39% | 98.39% |
18.12.2024 | 5.13% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 171'000 CHF | 60'000 CHF | 99.17% | 99.17% |
17.12.2024 | 5.12% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 171'370 CHF | 60'123 CHF | 99.17% | 99.17% |
16.12.2024 | 5.12% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 171'314 CHF | 60'105 CHF | 99.17% | 99.17% |
13.12.2024 | 5.39% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 162'569 CHF | 57'190 CHF | 98.91% | 98.91% |
12.12.2024 | 5.43% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 161'284 CHF | 56'761 CHF | 98.03% | 98.03% |
11.12.2024 | 5.39% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 162'430 CHF | 57'143 CHF | 99.17% | 99.17% |
10.12.2024 | 5.20% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 168'710 CHF | 59'237 CHF | 99.17% | 99.17% |
09.12.2024 | 5.31% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 165'097 CHF | 58'032 CHF | 99.17% | 99.17% |
06.12.2024 | 5.01% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 175'340 CHF | 61'447 CHF | 99.17% | 99.17% |