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 | 8.32% | 0.10 CHF | 0.11 CHF | 267'520 | 75'000 | 266'527 | 75'000 | 32'082 CHF | 9'785 CHF | 95.71% | 96.85% |
18.12.2024 | 2.56% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 135'664 | 75'000 | 52'264 CHF | 29'725 CHF | 99.45% | 99.45% |
17.12.2024 | 2.45% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 114'316 | 75'000 | 51'924 CHF | 34'974 CHF | 99.58% | 99.58% |
16.12.2024 | 2.18% | 0.48 CHF | 0.50 CHF | 110'000 | 75'000 | 100'000 | 75'000 | 51'434 CHF | 39'480 CHF | 100.00% | 100.00% |
13.12.2024 | 1.82% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 96'317 | 75'000 | 52'582 CHF | 41'738 CHF | 100.00% | 100.00% |
12.12.2024 | 2.28% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 98'893 | 70'872 | 52'283 CHF | 38'284 CHF | 97.51% | 97.51% |
11.12.2024 | 2.04% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 107'992 | 75'000 | 52'382 CHF | 37'171 CHF | 99.03% | 99.03% |
10.12.2024 | 2.41% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 107'521 | 50'000 | 51'940 CHF | 24'788 CHF | 100.00% | 100.00% |
09.12.2024 | 1.57% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 82'362 | 50'000 | 51'890 CHF | 32'035 CHF | 100.00% | 100.00% |
06.12.2024 | 1.53% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 81'264 | 50'000 | 52'855 CHF | 33'046 CHF | 99.40% | 99.40% |