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 | 4.89% | 0.24 CHF | 0.25 CHF | 178'000 | 178'000 | 79'728 | 79'728 | 19'068 CHF | 19'968 CHF | 99.75% | 99.75% |
18.12.2024 | 6.39% | 0.22 CHF | 0.23 CHF | 176'000 | 176'000 | 78'912 | 78'912 | 16'838 CHF | 17'830 CHF | 99.13% | 99.13% |
17.12.2024 | 4.04% | 0.21 CHF | 0.22 CHF | 176'000 | 176'000 | 79'511 | 79'511 | 18'967 CHF | 19'764 CHF | 100.00% | 100.00% |
16.12.2024 | 6.25% | 0.21 CHF | 0.22 CHF | 176'000 | 176'000 | 79'337 | 79'337 | 17'045 CHF | 18'045 CHF | 99.91% | 99.91% |
13.12.2024 | 6.90% | 0.20 CHF | 0.21 CHF | 176'000 | 176'000 | 78'465 | 78'465 | 15'825 CHF | 16'814 CHF | 100.00% | 100.00% |
12.12.2024 | 6.24% | 0.20 CHF | 0.21 CHF | 176'000 | 176'000 | 79'268 | 79'268 | 16'958 CHF | 17'959 CHF | 100.00% | 100.00% |
11.12.2024 | 5.90% | 0.21 CHF | 0.22 CHF | 178'000 | 178'000 | 79'778 | 79'778 | 18'003 CHF | 19'008 CHF | 100.00% | 100.00% |
10.12.2024 | 4.65% | 0.25 CHF | 0.26 CHF | 182'000 | 182'000 | 81'575 | 81'575 | 20'418 CHF | 21'306 CHF | 100.00% | 100.00% |
09.12.2024 | 4.68% | 0.24 CHF | 0.25 CHF | 182'000 | 182'000 | 81'669 | 81'669 | 20'215 CHF | 21'126 CHF | 100.00% | 100.00% |
06.12.2024 | 6.07% | 0.24 CHF | 0.25 CHF | 182'000 | 182'000 | 80'853 | 80'853 | 18'186 CHF | 19'197 CHF | 97.26% | 97.26% |