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 | 9.17% | 0.14 CHF | 0.16 CHF | 178'000 | 178'000 | 79'729 | 79'729 | 11'903 CHF | 12'919 CHF | 99.76% | 99.76% |
18.12.2024 | 10.79% | 0.13 CHF | 0.14 CHF | 176'000 | 176'000 | 78'914 | 78'914 | 9'747 CHF | 10'739 CHF | 99.13% | 99.13% |
17.12.2024 | 8.57% | 0.12 CHF | 0.13 CHF | 176'000 | 176'000 | 79'510 | 79'510 | 11'723 CHF | 12'725 CHF | 100.00% | 100.00% |
16.12.2024 | 10.36% | 0.12 CHF | 0.13 CHF | 176'000 | 176'000 | 79'335 | 79'335 | 9'926 CHF | 10'926 CHF | 99.90% | 99.90% |
13.12.2024 | 12.29% | 0.11 CHF | 0.12 CHF | 176'000 | 176'000 | 78'460 | 78'460 | 8'778 CHF | 9'767 CHF | 100.00% | 100.00% |
12.12.2024 | 10.28% | 0.11 CHF | 0.12 CHF | 176'000 | 176'000 | 79'267 | 79'267 | 9'879 CHF | 10'880 CHF | 100.00% | 100.00% |
11.12.2024 | 9.39% | 0.12 CHF | 0.13 CHF | 178'000 | 178'000 | 79'792 | 79'792 | 10'904 CHF | 11'909 CHF | 100.00% | 100.00% |
10.12.2024 | 8.71% | 0.16 CHF | 0.17 CHF | 182'000 | 182'000 | 81'573 | 81'573 | 13'213 CHF | 14'239 CHF | 100.00% | 100.00% |
09.12.2024 | 8.71% | 0.15 CHF | 0.16 CHF | 182'000 | 182'000 | 81'669 | 81'669 | 12'978 CHF | 14'005 CHF | 100.00% | 100.00% |
06.12.2024 | 9.76% | 0.14 CHF | 0.16 CHF | 182'000 | 182'000 | 80'567 | 80'567 | 11'037 CHF | 12'050 CHF | 100.00% | 100.00% |