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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/12/2024 | 11,66% | 0,07 CHF | 0,08 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 60 971 CHF | 22 824 CHF | 94,47% | 94,47% |
27/12/2024 | 11,17% | 0,09 CHF | 0,10 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 63 604 CHF | 23 701 CHF | 99,36% | 99,36% |
23/12/2024 | 11,22% | 0,09 CHF | 0,10 CHF | 750 000 | 250 000 | 750 000 | 249 943 | 63 474 CHF | 23 653 CHF | 99,38% | 99,38% |
20/12/2024 | 11,43% | 0,08 CHF | 0,09 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 62 014 CHF | 23 171 CHF | 99,37% | 99,37% |
19/12/2024 | 9,49% | 0,09 CHF | 0,10 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 75 657 CHF | 27 719 CHF | 99,37% | 99,37% |
18/12/2024 | 7,79% | 0,12 CHF | 0,13 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 92 958 CHF | 33 486 CHF | 99,38% | 99,38% |
17/12/2024 | 7,09% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 750 000 | 249 967 | 102 618 CHF | 36 701 CHF | 99,37% | 99,37% |
16/12/2024 | 5,76% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 750 000 | 249 976 | 126 660 CHF | 44 716 CHF | 99,37% | 99,37% |
13/12/2024 | 5,15% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 608 410 | 202 803 | 115 061 CHF | 40 382 CHF | 99,38% | 99,38% |
12/12/2024 | 5,41% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 679 400 | 226 467 | 121 892 CHF | 42 895 CHF | 98,74% | 98,74% |