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 | 11.56% | 0.09 CHF | 0.10 CHF | 500'000 | 200'000 | 498'621 | 199'655 | 41'340 CHF | 18'553 CHF | 99.31% | 99.31% |
18.12.2024 | 10.99% | 0.08 CHF | 0.09 CHF | 500'000 | 200'000 | 499'018 | 200'000 | 43'492 CHF | 19'442 CHF | 96.18% | 96.18% |
17.12.2024 | 5.90% | 0.16 CHF | 0.17 CHF | 320'000 | 200'000 | 310'791 | 200'000 | 51'108 CHF | 34'921 CHF | 12.39% | 99.38% |
16.12.2024 | 8.03% | 0.12 CHF | 0.13 CHF | 420'000 | 200'000 | 422'264 | 200'000 | 50'478 CHF | 26'158 CHF | 100.00% | 100.00% |
13.12.2024 | 6.02% | 0.16 CHF | 0.17 CHF | 320'000 | 200'000 | 317'446 | 200'000 | 51'116 CHF | 34'255 CHF | 100.00% | 100.00% |
12.12.2024 | 6.38% | 0.16 CHF | 0.17 CHF | 320'000 | 200'000 | 326'633 | 189'856 | 50'970 CHF | 31'480 CHF | 97.53% | 97.53% |
11.12.2024 | 6.61% | 0.15 CHF | 0.16 CHF | 340'000 | 200'000 | 347'841 | 200'000 | 50'905 CHF | 31'468 CHF | 99.30% | 99.30% |
10.12.2024 | 5.81% | 0.14 CHF | 0.15 CHF | 360'000 | 200'000 | 304'181 | 200'000 | 50'828 CHF | 35'972 CHF | 100.00% | 100.00% |
09.12.2024 | 5.13% | 0.20 CHF | 0.21 CHF | 250'000 | 200'000 | 266'464 | 200'000 | 50'605 CHF | 40'116 CHF | 100.00% | 100.00% |
06.12.2024 | 4.40% | 0.21 CHF | 0.22 CHF | 240'000 | 200'000 | 227'636 | 200'000 | 50'550 CHF | 46'473 CHF | 99.55% | 99.55% |