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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.12.2024 | 3.55% | 0.28 CHF | 0.28 CHF | 150'000 | 150'000 | 146'094 | 146'094 | 40'429 CHF | 41'890 CHF | 100.00% | 100.00% |
13.12.2024 | 3.23% | 0.28 CHF | 0.30 CHF | 140'000 | 140'000 | 136'355 | 136'355 | 41'548 CHF | 42'911 CHF | 100.00% | 100.00% |
12.12.2024 | 2.96% | 0.32 CHF | 0.33 CHF | 140'000 | 140'000 | 129'886 | 129'886 | 43'279 CHF | 44'578 CHF | 100.00% | 100.00% |
11.12.2024 | 2.94% | 0.33 CHF | 0.34 CHF | 130'000 | 130'000 | 126'612 | 126'612 | 42'474 CHF | 43'741 CHF | 100.00% | 100.00% |
10.12.2024 | 2.84% | 0.34 CHF | 0.35 CHF | 130'000 | 130'000 | 126'612 | 126'612 | 43'908 CHF | 45'174 CHF | 100.00% | 100.00% |
09.12.2024 | 2.69% | 0.38 CHF | 0.39 CHF | 130'000 | 130'000 | 130'134 | 130'134 | 47'774 CHF | 49'076 CHF | 100.00% | 100.00% |
06.12.2024 | 3.17% | 0.30 CHF | 0.31 CHF | 140'000 | 140'000 | 136'291 | 136'291 | 42'364 CHF | 43'727 CHF | 100.00% | 100.00% |
05.12.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 140'000 | 140'000 | 136'355 | 136'355 | 42'772 CHF | 44'136 CHF | 100.00% | 100.00% |
04.12.2024 | 3.13% | 0.31 CHF | 0.32 CHF | 140'000 | 140'000 | 136'353 | 136'353 | 42'954 CHF | 44'318 CHF | 100.00% | 100.00% |
03.12.2024 | 2.93% | 0.33 CHF | 0.34 CHF | 140'000 | 140'000 | 136'356 | 136'356 | 45'824 CHF | 47'187 CHF | 100.00% | 100.00% |